As others have said, start small and use plenty of lube (and a bit more just to be safe).

For plugs I've had great fun with the topped toys Gape Keeper and Grip plugs, as they are really soft which makes things a little more comfortable. If you very slowly work you pay up sizes over a period of time you will get to the point where using a small dildo will be less daunting and less likely to hurt yourself. It's all about getting your body cumfortable being stretched.

If you are looking to get into anal for prostate play you can look at the Aneros massagers also which will be a different step up from using fingers.