I just reviewed California Exotics anal beads 101 for beginners. I would definitely start with these. The beads are relatively small, and with lube they slip in really easily. It has a big ring at the end of it so when the toy is in you the ring hangs out and it's really easy to remove the toy. I loved it and i'm sure it would be a great starter toy for you. less

As far as pain goes, you need to start out slow and use lots of lube. It's best to start with your fingers and just get a feel for it, then add toys as you become more comfortable. And you need to relax - this is key. If you're worrying a lot, then your body will be more likely to tense up, which will likely result in pain. If you can relax, though, it'll be much easier. Some people help that having an orgasm before moving on to anal play helps. If you do happen to feel pain then stop, take a break, then try again a little later.

My first anal toy was a set of anal beads called Flexi Felix. Beads are nice because you can just insert one and take as much time as you like before moving on to the next one. Or you might try a small dildo like this one, if you think you'd be more comfortable with that. less

Beginner or not, I'd suggest the Njoy Pure Plug, I've started out with cheapie silicone anal plugs, and they're just a waste of money. You can get the size small, which costs less and have a 1" diameter, or a medium with an additional 1/4". Once you've started using a small, you might grow out of it quickly, so a size medium is the best choice. You need to read the reviews to understand why I recommend the Pure Plug. less