I started with a butt plug, moved up to small dildo's then I wrapped a condom around the wife's vibrator.
I've still not had a man back there but I think about it. I will eventually find a guy with a 6 inch or smaller dick and ride him. The only thing that gets me harder is when I imagine a woman sucking my dick while I ride that cock.
Start small, work your way into it. Talk to your boyfriend about maybe a little butt play with toys for a while.
Keep in mind, this advice comes from a guy who's never had a mans dick in his ass. I am guessing that the guy doing the work is what would cause the pain so for the first time, I'd want him on his back and me doing all the work to control the sensations.