Stop, recalibrate, and try again when you want to. That stretching feeling may be a bit uncomfortable and being penetrated can produce a very 'full' kind of feeling, but a sharp pain is a bad sign.
Gentle stretching with well-lubed fingers is a must before introducing a sex toy (especially a toy that has a bit of girth, like the LELO Loki Prostate Massager, pictured below) as is going slow. That’s a key phrase when it comes to anal-done right. Anal play can absolutely be painful and downright dangerous if it is not done right. The fear of anal play causing pain is real. Busting any feelings about the above stigma and misinformation. And if there is, that can then be the catalyst for a bunch of different opportunities.
First, it will help identify if there is mutual interest. Talking about anal sex first will provide the opportunity for two things.