To makes things easy and fun, go slowly. This isn't a horse race!
There is no such thing as too much lube. The more the merrier.
"JO H2O Warming Water Based Anal Personal Lubricant" is excellent, stays around, is very slick, is latex safe, and is silicon friendly for your favorite silicon butt-plug.
Set aside some time for yourself. Collect your supplies (lube, clean-up towel, sterilized and warmed plug, music if you want, oh heck, light a few candles, too). Get relaxed. Lube up a couple of fingers and then massage around your anus, slowly slipping in one or two, in-out-twisting - more lube, and when you feel relaxed enough work in the plug. Do not live with pain! If pain, back out and get back to fingers.
With practice you will get the correct feel for how YOUR body will accept something through the anal ring. You will be able to move on from the plug to silicon dildoes, then the real thing for that special anniversary present.
Good Luck