The first object placed in my butt was, I'm sure, a rectal thermometer before I could have remembered.
Not counting my fingers, the fist thing I remember putting up MY OWN butt was a collectable feather from Colonial Williamsburg. (The unsharpened quill end, not the tickly end.) I was four years old. My mother found out somehow or other. Perhaps she walked in on me while I was "playing." She said, "You can't put things in your bucket! You'll hurt yourself!"
Her admonition didn't stop me from inserting a range of objects into my anus. I had a shelf full of souvenir gifts that I used for anal play. My favorite as I got a little older was the handle of a Mexican ball and cup toy. The kind with the string attaching the ball to the handle at the base of the cup. The handle was painted red. It was smooth and just the right size and shape. I didn't know about the mechanics at the time, but I remember the feeling of pleasure and excitement as my prostate and upper sigmoid were stimulated. It sat greasy on the shelf awaiting the next adventure. Every so often it got a spot more Vaseline. My mother dusted, so she had to know.