First time

My fiancé and I want to try anal, but it scares me. I am willing to try but just nervous. I’ve read a bunch of other posts on here and know to use a ton of lube, but any other advice? We bought some toys, we have anal beads and a set of plugs that are 3 different sizes. If we use the smallest size plug and then have normal sex is that an ok starting point or...? I just don’t know what’s the best way to go about it. Any advice would be much appreciated!