Small amounts of pain could be just caused by a lack of lube, so you can put some more on and try again.
What material should it be made from?
Chubby anal beads
These tend to grow over time, before fully pulling them out during orgasm to reach an even greater height of sexual pleasure.
You also have a number of options with the shapes and sizes of the balls, as well as the number of balls on the beads.
Description: You can do basically anything while wearing anal beads, from regular penile sex to any other sexual activity you might fancy. Sharing of anal toys is another topic that comes up often.