Frequency?

Is there a safe frequency for anal play? As in, would I be able to play one night, and the next morning? One morning and later the same night?

Also, I feel a bit of..pain? The toys I have are bulbous, so the wider parts have a bit of pain going past the sphincter, and then a sense of great relief and some pleasure as it slides fully in (it kind of sucks itself in once past the bulbous part). Is this just an issue of needing to relax more, and get used to things? Maybe start smaller? (a finger has no pain, for example. So is it better to use that for quite a while, and see if the bigger toy is ok- or would using the bigger toy for a bit, eventually loosen things up and I'd get used to it?)

Clearly, I'm new to this. Thanks in advance!