I reviewed This advent and the butt plus in it are definitely the right size for an anal beginner. The couples calender has the same plugs, so if it peaks your interest its a nice option. The vibrating plugs are alot of fun. (Itemised review here)
Theres some anal sets in the shop, but id personally recommend a plug to get you started. Something about 3.5inch in circumference is a good beginners size. Silicone is a really nice material for starting with. Its more forgiving than harder options for a first plug.
Starting with something static is an easier starting point. you can easily upgrade to a dildo (or size up with plugs) once you’ve gotten used to the new sensations.
Whatever you pick, buy some good quality anal lube thats compatible with the toy. Lube is a real must for anal.