I too had never had anal until my my new partner, (well not so new now but...)I had an ex try once but there was no niceties about it so really put me off.. We did the same inserted fingers, beads butt plugs etc, really took our time. After vaginal sex we would spoon and hewould just put the tip of his cock slightly in, and we would fall asleep like this, it was just reassuring and as comfortable as i wanted to go at first. Then when i felt ready to go for it, we made sure I had orgasmed first as this totally relaxes me, the first couple of times he just put a smalll amount of his cock in and with a little bit of movement cme pretty easily. Each time he put more and more in but waiting until I was comfy until he started 'thrusting'... My two most comfortable positions are missinary but with one leg over his shoulder, this is the one I most feel in control with , and use a vibe on my clit, or him on top with me on my tummy flat, this one I orgasm 'anally'. Good Luck and enjoy, I personally can say its worth it.
Reading the posts, there is lots of good advice there alright. Ive found myself that once you find the key to it for you, you wont be able to get enough.
As people have said above a lot of the "being torn in half" sensation comes from the sphincter being too tight during entry. Interestingly the external anal sphincter has to be relaxed consciously for successful penetration, and this is a technique that takes a little bit of practice. The other advice is to be very very slow, take your time, use twice as much lube as you think youll need and then use some more. Your idea about using progressively larger plugs is also well made, taking time to get used to the sensations.
So be easy on yourself, take your time and IM sure youll enjoy it. The other sensation about getting your partner to feel how it is from the recieving point of view isnt the worst suggestion in the world either, to be honest :)