There are a lot of considerations. If you intend to share, make sure to go for a material that can be sanitized, such as silicone or glass. Being that it a first-time thing, I would go with silicone. I've been happy with some of the Doc Johnson silicone toys that have been coming out lately, they have firm enough silicone for anal, and they are cheap enough that it's not a big deal if it turns out not to work for you. They also have a lot of shapes and sizes; just be sure to check the material section to make sure it's silicone and to consider what size you're comfortable with. Fingers are a great way to get started