Easing into anal

So me and my boyfriend of 6 months have been experimenting and trying new things in bed and he recently brought up that we should try anal. So we went to the sex shop and bought lots of lube and butt toys but even after all that it was still so uncomfortable for me. Is it best to just do it all at once instead of easing it in with toys? If it's that uncomfortable for me should I just forget about it?