Personally I would recommend looking into a buttplug training set. It meets your criteria for what your looking for and is solely designed to help those who are new to exploring that specific part of their body.

They typically come in sets of three increasing sizes to help ease yourself into the sensations and because of the use-case are always a safe material. Brands really don't matter all that much, but they commonly come in metal or glass. Both are fine, but metal can be a bit...cold sometimes. If you intend to leave them in for long periods of time, avoid a flat base style as it will irritate your exterior skin over time. The sets are usually very reasonably priced, maybe a max of $(US)30 depending on where you shop.

Once you know a bit more about what you want you can move to a more specific tool/toy depending on what you like best about the play, but this should help give you a baseline so that you don't do too much too fast.