Is anal play dangerous???

So I have been trying to work my ass up to be able to take my husband, but it’s painful. So I have been masturbating clitorally, vaginally, and anally. The toy posted below is the toy I have been using and is the largest I am up to. I am starting to get scared now though. Today was the first time I’ve used a toy that large. It hurt at first to get in, but was amazing as soon as it got in. I hadn’t even realized how much of it had gone in until I finished and pulled it out. I won’t be using this toy again for anal play though because I’m afraid it may get stuck. It was a little hard to pull out. I know this is all TMI, but my point is, is anal play dangerous? Is there a certain way to do it to make it safe? So I won’t like have my asshole fall out (it’s happened to people before). Is it safe to shit after? I enjoy it, but am just scared and nervous. I do use a lot of lube.