I think starting slowly is probably the best advice you will receive. We started with a small vibe but my oh prefers something which give mutual stimulation. Some people see Pegging as a role reversal or a dom/sub situation ( if it is for you then have an idea of how your scene is going to go, communicate with your partner and arrange a safe word ), for us it's not either of those things it's just another way to give each other physical pleasure. For us traditional strap ons don't appeal (yet). So we went for strapless strap ons, they take practice to get right but we love them, and my oh felt they were less intimidating. Relax, lots of lube, and be vocal about how much you're turned on, my oh found it reassuring that he wasn't the only one getting pleasure from the act, which helped him relax. Positions can be tricky, we have a big height and weight difference, so experiment and have fun!( I hope there was something useful in that ramble)