Whats been said so far is very good.

Be sure to start small (1 finger, then 2, or a plug) and work up slowly to his cock.
Make a conscious effort to relax every muscle in your body, don't tense up.
Lube - lube and then a little more lube!

I've never used it but I've seen something called 'Anal Eze' or 'Ease'.
It says: "Benzocaine base helps desensitize and relax sphincter muscle".
Do a search and you'll find lotsa toy stores carry it.
You'll also find some people disagree with using it, just as alcohol.

You do whats right for you! And do it only for you, not to please your SO, but cause you want to! Relax and have fun.