There is a lot of debate about the best way to achieve this so a lot of it depends on what you want to do. My advice is to start small and work up and get his feedback at every stage.

Assuming you are ok with this, a good place to start is a lubed finger. Gloved for safety. Small enough not to hurt and will make him relax about the whole issue. Once you have got over that hurdle, building up to larger toys over time should be easy.