Whether playing solo or with your partner, the key to enjoying anal sex is being relaxed. For most beginners, this is easier said than done. Up until now, the anus will have been used to one-way traffic, so it is likely to clench up tightly when it suddenly feels something trying to enter rather than exit.
Don’t be discouraged, even longtime anal adventurers will tell you they also experienced a brief acclimatisation period. Training the anus to get used to penetration takes time, but eventually, it will feel as comfortable (or almost as comfortable) with this action as it currently is with releasing digestive waste.