The anus is much more sensitive and complex in the game than the vagina. It requires a longer foreplay and a gradual "stretching" process. Also, on higher difficulty traits, you should maintain some other several positive buffs/effects simultaneously to build up arousal and compensate for the discomfort.
Adjust your UI by selecting "Detailed Stats".
Start with lubricant — it's very difficult to begin without it. Refresh the effect as needed. Use the smallest size anal plug. (Note that the game checks not only the length but also the diameter and penetration speed). Insert it very slowly, just as you would in real life.
If you exceed her tolerance during insertion, stop and wait until the plug indicator on the "Anal Tolerance" bar stays within the pink zone. Once it's there, she starts getting used to it. During this acclimation phase, her tolerance for this kind of play will gradually expand. So the main point in this mini-game is patience.