First time anal help!

Okay so I was the kind of person that said "I would never do that " till I met my current boyfriend he makes me want to do it and I really do trust him and want this with him. We have tried light fingering lately and it makes me cum instantly. But when he got me a small butt plug it hurted so we stopped trying. Any advice on training my butt ???😂😂

Some edit. He doesn't want to fuck me yet but he is more into fingering it and having a small but plug while we do other things. I can only stand one finger that's the problem

He got us a lovely oil that is okay to be used with condoms and an anal relaxing cream which even tho we used it I was still in pain when he tried slowly to insert the plug

We obviously take it slow he is way more experienced than me and he is super caring and thoughtful but I would like to be able for more. By the way if was the first time fingering it's not something that happened 5 times