TMI: Anal Situation. Advice and Help is much needed!

Hi ladies! I'm currently in a relationship of two years and my S/O and I have been discussing anal for the past couple of months. At first I used to be Anti-Anal Sex. But you know, you meet the one where sometimes you will be anti-something then you end up enjoying it. Anyways, one day, during doing the nasty, he asked. He said he would like to give it a try and that it was up to me but he wanted me to know that it was a fantasy of his. I was hesitant and told him I need some time. He was respectable about it but occasionally ask every few weeks to see if I changed my mind. I agreed. I was scared but he was very loving and gentle with me. He inserted the tip, and it was uncomfortable. But he tried to push very slowly and when I asked for him to stop, he did. He ended up just inserting one finger so I got used to the sensation of it. It felt like I had to poop. But I enjoyed it. He ended up ordering me a small stainless steel plug (received today). After another couple months of discussing. And occasionally with one finger in. He said to take my time with it, just be slow, that I didn't have to use it now. Well, I want to try it. I looked up on Urban Dictionary on what pink sock was, I know about the blood, the cuts, and I brushed up on my knowledge. But I would like to hear from experience. I did enjoy it, I want to try the plug, it is a bit intimidating, any words of wisdom from you ladies?

The lube I plan to use and how small the thing is. Now I'm only 5'3" and 109lbs. I'm a petite thing so to some, it may look like nothing. But I kinda fear the little thing! Also, my S/O does respect that if I do not like it, it's okay and he knows it's not like Porn.