There are some things to bear in mind when it comes to safety, for sure.
1) Lube, lube, lube, lube, lube. The anus doesn't produce its own lubrication and anal tissue is delicate and easy to tear or fissure, so using lube is really important.
2) Don't use anything that doesn't have a flared base. If you're taking about something besides your own fingers (which are attached to your arm, so no worry about losing those in your anus
), it's important anything you use have a wide, flared base, because if something winds up all the way inside your anus without one, it usually means a trip to the emergency room to get it out. And no one wants that.
3) Don't play with anything sharp, and ideally, stick to things meant for anal play.
4) If it hurts, don't do it, stop doing it, or make an adjustment so it doesn't hurt.
You can find out more by using the search function on the main site with a search like this one: https://www.scarleteen.com/search/google/anus%20safety