For me it happened about 45 years ago. Some things stay with you.
Just thought I’d mention, fingers feel very different (not in a good way in my opinion) to butt plugs, dildos and a penis. I enjoy the feeling of his penis, plugs, dildos etc but I won’t let him put a finger in, I find it very uncomfortable! I’d get yourself a very small butt plug and start with that. Just try the tip at first and build up from there.
My wife and I enjoy anal but it is always on her terms, when the mood takes her.
We started with the following
https://www.lovehoney.co.uk/p/basics-spiral-butt-plug-4-inch/74472.html
and then purchased this one
We started very slowly, lots of lube, the odd finger teasing and then using the small plug while having sex (she likes being filled). Then if she is in the mood we put the larger one in and then finally my cock.
The key to anal is
COMMUNICATION!!!
trust and Lots of a good quality lube,
If it does not feel right then stop and restart with some foreplay etc - Dont force it.
have fun finding what works for you