Advice..

Myself and my boyfriend decided to try anal a few days ago.. He bought a plug for me a couple of months ago as a joke because I was freaked out by the idea. I asked him to use that first to see how I felt with something smaller & I found it more enjoyable than I expected! The only problem was that it fell out..twice.. which made me stop using it because I got embarrassed.

Did anyone else have this issue or know what it means when this happens??