There are several types of lubricants that are ideal for anal play and exploration. Thick water-based lubricants stay right where you need them, and provide extra cushioning for the anus.
Silicone lubricants stay slippery longer and aren't absorbed by your body, so you don't need to re-apply as often
Numbing creams can help take the edge off and help you ease in to the pleasures of anal play.