A stopper at the base. The rectum has no end point that stops an object, so anything that goes into the anus needs a flared base, or a loop or handle that stays outside. A toy without one is not for anal use.
Lube, and lots of it. The anus does not make enough lubrication of its own for penetration. Use far more water-based lube than you would for vaginal play, and add more as you go.
Wait, don't push. The outer ring of muscle can be relaxed on purpose; the inner ring cannot. Rest the tip against the entrance, hold still, and let the inner ring open on its own. Gently bearing down helps some people.
The anal-only rule. Once a toy has been used anally, keep it for anal play only. Never let it touch the inside of the vagina, even after washing.
Stop if anything hurts, or if you see bleeding.