Usually there's nothing inside the end-part of the rectum; but sometimes there might be small particles. You'll discover that these are harmless and easily washed off after. Or you can clean out your rectum first, douching with an enema bottle and warm water. Many people who enjoy ass fucking do this first by habit, or you can use a quick and easy method developed by Dr. Bill Horstman, a San Francisco sexologist, which consists of douching with a large basting syringe, which can be bought at most supermarkets. It's a big plastic tube, pointed at one end (make sure to file down the tip so it's not scratchy) and a rubber glove on the other. Filled with water, it holds just enough to clean the rectum thoroughly and easily.

Now, I suggest you like back on your bed (or wherever), and bend your legs to bring your feet up close to your rear. Get into an enjoyable masturbation with one hand, and grease a finger of the other with KY Jelly or another lubricant. Then place it at your anus, and push very gently, slowly. Your finger will go in just a little. If you want to get your finger in farther, you must keep pushing gently and firmly, and release the anus muscle and then you will feel you finger go all the way through, past the thick muscle and into the soft, quiet rectum.