The most practical option for you then would be a simple anal starter kit. There are tons of them online. I've heard good reviews about the crystal jellies as well. I'll link them below.
http://www.adameve.com/adult-sex-toy...kit-91532.aspx
Good luck training your asshole but just make sure you are always using plenty of lube so you don't hurt yourself. If you plan on stretching yourself and using bigger and bigger objects over time also keep in mind that your anus will start to feel different...just slightly looser than it was before you never played with it. You can't really take this back but it's not too big of a deal. The worst thing that can happen is if you train really big you'll definitely find that you can't hold, say explosive diarrhea, for as long as you used to when u were an anal virgin...so you'll have to find bathrooms a bit quicker if you find yourself in that situation. Not saying that people who do anal have accidents or anything, but they definitely have less grip in some ways than before because they aren't as tight as a virgin would be. And, of course, the anus isn't anywhere close to as elastic as a vagina so if you get really loose, you'll most likely stay really loose for quite some time.