The "2" in the materials safety part is pretty valid. It isn't listed as phthalate-free, and PVC does have a number of potentially nasty compounds that can be in it or that it can break down into. In addition, it can't be completely cleaned and has a short lifetime (even with proper care). If you must get this then put a condom over it for every use.
Go with something made of silicone. If you're not sure if you'll like anal play then play around with fingers first. You'll be happier in the long run.