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First off, you need to make sure your insides are all emptied out. Take a bathroom break. Some folks like to take an enema. If you have enough fiber in your diet, it may not be necessary since your only playing with toys you can clean afterwards. Just make sure to go, even if you don't feel like it. Give yourself several minutes if you need to.

You want to start out with small toys, and lots of lube both on the toy and your bumhole. You will need be on your side when you start, and bend one of your legs forward like in this pic(best example I could find, atm). You will need to take it slowly. Take your time to make sure everything in and out gets lubed up. You can lie down on a towel if you need to so you don't make too much of a mess. Make sure you are nice and relaxed. You can take an nice hot shower or bath to help with that. Just keep pushing lightly, your bumhole will eventually let the toy in on it's own. It may be suddenly taken in. After that most sites I've seen recommend waiting about fifteen minutes to let your insides relax before playing with everything. After that slowly play around to see what you like.After you've gotten used to the process, you can gradually increase the size of your toys if you want. In my case, I was able to get into using larger toys pretty quickly without much issue. As for beginner toys, Aneros and Rocks Off has those. I would look around on google for some recommended beginner toys on forums. The Bad-Dragon forum might have some threads about that. I'd start out with cheaper toys like this or this, before settling into something really nice you might like. Some beginner toys are really nice, but can be disappointing if you want to move up to something bigger later and you've already thrown a lot a money at them. Also, look for toys that are curved so you can hit the prostate, especially vibrators. Straight toys can't really get at the right angle to hit it. I've made myself sore (but in the good kinda way) trying to hit the prostate with straight toys. The prostate is toward the front of your body, and you will need to aim your toys that that way. Keep that in mind if you want some fancier toys with ridges and whatnot. I've looked at a lot of nice toys that were like that, but the ridges were on the wrong side of the curve to be effective. I've heard that the prostate may be further in for some people. Just experiment until you hit it. It's typically more sensitive than the penis, so you should know when you've hit it.