If you are thinking about anal training, you need to start somewhere and you can easily begin with a butt plug set.
To train, you should find a good set that is shaped perfectly for insertion and longer-term wear. I have lots of suggestions for your very first butt plug set.
One thing to remember when you buy a butt plug set is you also need to grab a jumbo bottle of lube! You will need it.
Tune in to my blog devoted to anal fun for an 8-week anal training program: www.analtrainingphonesex.com