There are many factors to consider in that type of play. Make sure a partner you are to play with has proper safety barriers lubricants toys and experience.
Starting out with fingers can ease you Probes that are designed to prepare you for more are then applied and finally a proper toy is put into the harness.
Not all dongs that are "hyped" for anal play in a harness are actually good for a harness.
The best ones are the vinyl by Doc Johnson. Most pliable  in a variety of sizes they also do not break down can be heated to extreme temps to be sterilized and condoms should ALWAYS be placed over ALLL !!!!! toys.