First of all, relax, dear! : ) Your anus is a muscle like any other you just haven't learned to control it yet. I will clear up however that regular anal instertions on their own will not loosen you up and a finger or two or a small plug will certainly not, yes you will become acustomed to the size of whatever object you're using but if you leave it at that you will have nothing to worry yourself over but it's addictive stuff and great fun so you may very well challenge yourself with increasing sizies of toys, just remember those pelvic floor exersizes.
I personally love feeling slightly stretched and over 7-8 years of anal play with larger and larger toys i've never experienced any incontinence, infact the tightness of my bottom has been commented on by previous partners so aslong as you keep doing your keagles you'll have nothing to worry about. ; )
I recommend practising on your own at first, it can be hard to relax and get in the mood if there is the preassure of a partner there. Also, always douche, not only will it clean you and avoid any "messy" situations but the warm water can feel quite pleasurable and can help stimulate a feeling of relaxation in the area.
Once you're comfortable douching you can try inserting a finger or two and getting used to the feeling of being penatrated there. Lube is an absolute must, especially if you find yourself working up to larger toys, speaking of which, when buying toys for your ass definately buy something made of a soft material, so you have that little bit of extra give in it's girth which can make all the difference when you're starting out and NEVER use household objects, they can have sharp edges and are not designed for anal use also, don't take something that has been in your ass and insert it in your pussy, the anus contains bacteria that are not good for the vagina!
If you feel any discomfort, stop, you should always be in control of anything going in you ass (why i'm glad I started by myself without anyone to push me) and if it hurts, stop, take a breather and go back to using something smaller when you feel comfortable again. Bearing down while attempting insertion can help but do not strain yourself or force it!
I hope this helps, anal play can be intense beyond words, extremely pleasurable and the sheer tabboo factor can be an unexpected turn-on but don't be dissheartened if you run in the odd snag just stop, take it down a notch and return to it when you feel ready and be sure that you're always comfortable and in charge of pushing your boundries should you feel the desire. Oh, and remember, lube lube lube and take it slow.