Start smaller than your ego wants you to. This is the single most common mistake in the category. A plug that is too big is not a challenge, it is a bad evening. Insertable width matters far more than length, and the widest point is what your body actually has to accommodate.
Check the base before anything else. Flared, wide, or a retrieval ring. A base narrower than the widest part of the plug is not a base. Everything on this page passes, but it is the first thing to look at anywhere else.
Material changes the experience more than shape does. Silicone has give, which forgives a lot, and it is the right beginner choice. Glass and steel have none, so they feel bigger at the same measurement, but they are non-porous, easy to sterilize and hold temperature. Nothing porous, ever, in this category.
Use more lube than you think, and the right kind. Anal tissue does not self-lubricate. Thicker, longer-lasting formulas exist for exactly this. Silicone lube lasts longest but degrades silicone toys, so pair it with glass or steel and use water-based with silicone.
Skip anything with a numbing agent. Pain is the signal your body uses to tell you to stop. Numbing it does not make you ready, it makes you unable to tell when something is wrong.