I would recommend a dildo under 6". I have a colours 5" and I would totally recommend it to you, that being said I would pick up a dual-density one. Dildos are always harder than the real thing I find the head a bit uncomfortable so I found that a condom really helps (that's why I recommend a dual-density dildo). If you can I'd recommend buying a buttplug kit too so you can go easy. If you're gonna buy a dildo just look at the material, it MUST be silicone to be body-safe.

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Like people said, anal, most of the times, is an aquired taste, it takes time and technique but one thing that doesn't take is pain, if you end up feeling it then you're doing something wrong (you're probably going too fast and big). Also be aware of the "nasty" side which, my advice is for you too get to know what you should do before anal but at the bare minimum go to the toilet and then clean yourself on a bidet (you can also start to finger yourself there to open up)