To enjoy the sensation of a strap on you should first know what it feels like to have a foreign object up your bum. I would suggest your finger (two even) or a small dildo. Remember lube is your friend, your bum does not produce the same kind of lubrication as a woman's pussy. Length isn't as big a deal as the girth, so when choosing your toy be mindful of how it is shaped. This is esspecally true for a first timer who needs to relax before going full throtle. At the toy store you should see toys with a smaller head, or no head at all - try them first.
Good luck and RELAX it's all in good fun.