I am a big fan of anal sex, I’ve never used training toys and don’t wear butt plugs. My husband is larger than average and we’ve always done just fine.
We always started with him going down on me (nice and slow, not letting me cum) which gets me suuuper turned on and relaxed. While doing that he uses his fingers to stretch me a little bit, starting with one (lots of lube) and adding more and more.
Actual penetration needs to be slow the first time, and you might need to take a break sometimes (as in, he stays in but doesn’t try to go deeper), while you breathe and focus on relaxing - masturbation helps here also.
If you’re concerned about it hurting you can get numbing lube.
Go slow and stay as relaxed as you can. Anal can be really really wonderful, and anal orgasms are off the charts!