Pegging Newbie ... help

Plenty of lube. Plenty of communication. Go and explore together.

If it's not working, ensure he carries on talking to you. Seems you've done it all well so far, keep going ;)

Start with fingers and small toys (small butt plugs) , work up to medium glass dildos (plenty of good ones here) and fatter plugs. Then go for it with the strap-on. Finally, keep us informed ;)