Betty Bottom says do not put anything larger than your elbow in there.  A beginner does need to be careful when playing with dildos.  Lots of lube start small and finish big and be mindful of the strap on.  It can deliver a lot of force.  Can't render a medical opinion but if soreness does not diminish after a day or two or if you are bleeding prepare yourself for some embarrassment at you local ER.

Re: Can your anus be damaged?

If you don't get carried away you'll be fine.

The anus is extremely sensitive and it will let you know when you're overdoing it. The sphincter is a muscle and it relaxes over time with gentle stretching. If you're just beginning to get into anal sex, either dildos or getting topped, remember to not exceed your limitations.

When you're starting out, a five inch dick may be all you can handle; you can work your way up to the big ones. The good news is most shemale providers are not all that huge.  

If you're planning on getting topped. It's important to do it with someone who is willing to go slowly and stop if it hurts. The main thing to remember is that anal sex should never hurt.

saw Vanilla 3 times, she is legendary, she took it slow and when I was use to it, her 10 inches were heaven.

Thank you very much for your advices.