Self-exploration and self-play or self-fisting....

Looking and Touching

Many of us have never really looked at our anuses. Doing so is an excellent and very safe way to start exploring anal play. Becoming familiar with the anal region, as like with any other part of the body, it is useful in many ways. It gives us an idea of what we like and don't like; it facilitates communication with partners about sex and it helps us to get to know our own bodies better.
If you're squeamish about looking at or touching yourself down there (and even when you're not), take a bath or shower first so that the area is as clean as you like.

Don't be in a hurry 
You'll need a block of uninterrupted time, ideally when you can be alone for a couple of hours. Even if your exploration only lasts twenty minutes, it will be more enjoyable if you don't feel rushed and if you have plenty of time afterward to think about what happened. Rushing is often a way to avoid intimacy and exploration.

Find a quiet place with some privacy
Be sure that you won't be startled or interrupted. DO whatever it takes to feel comfortable and in control of your space, lock the door, play some music, disconnect the phone mobile & pc, turn of the doorbell if you can. Dim the lights if you wish. It's important that you feel relaxed and safe.

Relax
Lying in a comfortable position, take some slow, deep breaths. Breathing is a key to comfortable anal play, as it helps to relax the anus and relaxation is one of the three essentials to anal erotic pleasure: relaxation, lubrication and communication.
One technique for increasing your level of relaxation is to work your way up the body, alternately tensing and relaxing various body parts as you inhale and exhale: the toes, ankles, knees, tops of the thighs, pelvis, belly, chest, shoulders, elbows, wrists, fingers, neck, face and forehead. At the end of the sequence, tense all of the parts at once on the inhalation. hold for several seconds and then collapse completely on the exhalation. You can repeat this part as many times as you wish. Later on, you can share this activity with a partner if you wish. Many people do some form of breath work or stretching, such as yoga, before play. Its healthy habit to develop and the preparation will help you to leave the mundane world behind as your enter the erotic one.

Exploration
Now find a comfortable position where you can stay for a while. Get a hand mirror and some good light. Position yourself so that you can see your anus. How does it look? Does it look tense, relaxed or somewhere in between? What's the color? Is there much hair around?
Gently massage the area around the anus, the inner thighs, the butt, the top of the butt around the tail-bone. Notice how your anus responds. Gradually work your way down to the anus and begin to touch it gently.
Notice the sensations you feel in your anus and the rest of your body. Don't penetrate the anus, just stick to external touching for now. Stop when you've explored enough. If you wish you can write down your observations and feelings in a notebook.
You can repeat the above exercise as many times as you like. You may want to combine touching with masturbation and see how it feels.
(NOTE: for tops you may try this also you do not know what you are feeling and you may be like this, like you may be liked to be rimmed. Me myself, love this touching and rimming of the anus, not the penetration.)

Exploring penetration
It's good idea to have a bowel movement and to wash the anus before penetrative play. In fact, taking a bath or shower beforehand is an excellent way to relax. You can even do some exploratory touching, if you wish. Normally there will be only trace amounts of fecal matter left in the rectum after the bowel movement. If you wish you can rinse your rectum of any residual fecal matter.
You can use your bare fingers or slip on form fitting gloves made of latex or nitrile. (Vinyl gloves tend to be baggy and thus I don't recommend them for any kind of anal play.) It's a good idea to wash your hands with antibacterial soap or dishwashing liquid both before and after the play. Your nails should be trimmed and filed so that they're smooth and have no edges or rough spots. You'll also some lubricant.
Begin with the same kind of preparations and relaxation you chose for the looking and touching exercise.

It all starts with a Finger...

Begin massaging your anus with a single lubricated finger. Experiment with different types of motion to see what feels good. Many people like to use a slow, circular motion; others prefer an up-and-down or back-and-forth motion. You can also try rubbing first on one side of your anus and then the other, pulling outward with a stretching motion. You can use more than one finger at once if you wish. There's no correct way to do this, as long as it doesn't hurt. If something’s hurts, then stop doing it and rest. Then try doing something else. Just keep breathing deeply and don't go any faster than is comfortable.
When you feel comfortable, try slipping the tip of your lubricated finger into your anus using slow motions. Find the two sphincters and notice how elastic they are. If it feels good; you can try dipping the finger in further, adding a second finger, or spreading the sensation outward from your sphincters in different directions. It's all up to you.

Self-fisting

If this all makes you comfortable we can even go further, you can try to put more fingers in or even the whole hand. Remember the best position to do this is laying on one side and one leg up to your chest. Of course this will be easier for guys who are slim, tall or sporty, or guys with small hands.... 
But with a little practice everyone can. You just have to find your own comfortable position. If it does not work out the first time, try to open it more to sit on some dildos or big plugs it will help to stretch the anus. Or play a little longer with your fingers like if someone else is fisting you. Now try again. When you go in remember not to fast and do not bump on the rectum walls this can hurt.
Self-fisting does not go over on try in general but do not get worried or greedy, it will come just try again.
So if you have your fist in now you try what you like the most soft, hard, do whatever comes up in your mind…
Have FFun…