First, congrats on expanding your horizons! Sex toys can be a lot of fun, and they're a safe way to experiment with all kinds of sensation.
[I'm going to try to be careful about my wording here while still giving information.]
What kind of sex toy are you thinking about purchasing/finding/experimenting with? While it's illegal for minors to buy sex toys per say, it's not illegal to, for instance, buy a vibrating muscle massager at the department store and use it for sexual stimulation.
Just a few reminders... vibrators are safe for external use within reason [that is, don't poke your eye out.] If you're looking for a sex toy for anal pleasure, start small[. The anus is not stretchy like a vagina, and it is very easy to tear the tissue there, resulting in infection and discomfort.
One could presumably use something around the house for masturbatory purposes. What is important to remember, however, is that you are properly [and heavily] lubricated with a water-based lubricant and equip your toy with a condom. Especially with anal play, where bacteria can be a problem, make sure you can clean the implement throughly by boiling/scrubbing it.
Also, unlike the vagina, the rectum does not come to an end a few inches from the opening... small implements can work themselves far up into the rectum, enough to require surgery for their removal. Therefore, if you are using a dildo or buttplug, it needs to have a wide base to allow you to keep it from entering too far.
Also, as with any penetration, take it slow... relax throughly first, experiement with fingers before trying anything else, and if it hurts, stop.
Hope that helped a little. Good Luck.