Thank you for this great question. Anal play and/or sex can be extraordinarily pleasurable but there are a few factors to consider that can make all the difference.
Communication is vital for enjoyable anal play. Making sure both people are consenting to the same type of play, are comfortable, relaxed and have addressed any insecurities or concerns is the best way to start. This type of sex is often considered taboo, which for some can make it even more sexy but for others can add stress, so addressing these feeling before hand is helpful. For example, hygiene is a factor for certain people but is easily addressed by the use of gloves and condoms. Some people also like to do a douche before play, but this is a personal choice and not necessary.
The most important thing to remember about the logistics of exploring the butt is to start slow and small. The butt usually needs time to relax and get ready. Lubricant is really important for most people. You really can’t go wrong with lots of lube as feels great and has an important job of keeping the anal tissue slippery. Many people like silicone or a hybrid, though keep in mind it is not compatible with silicone toys. When exploring it is nice to start with slow massaging around the outside of the anus with lube before you add a finger or small toy. Making sure your nails are trimmed and clean is important. Most of us need a little time for the butt to relax into receiving penetration so slow insertion is best. You can then work your way up to larger toys or anal sex. When inserting larger objects, take it very slow. Many people find having the receiver pushing back onto the object / partner makes for the most comfortable insertion. Play around with positions to find the ones that feels the most comfortable and pleasurable.
Have fun, do what feels good and work up to new exploration!