When I first began experimenting as a kid, the first item I "misused" was a carrot, the second was a cu

ber. The carrot didn't do anything for me, the cu

ber was GREAT but hard to control when lubed (and as others said there is constant danger of losing it up the rectum).
My father was a policeman, so the third object I tried to insert was his nightstick. I don't know what possessed me, he would have killed me if he caught me, but once the idea popped into my head I had to try. I put a condom on it, and had quite a nice time. To this day, I chuckle to myself whenever I think of him patrolling the streets with that nightstick (perhaps threatening some straight thugs with it).
After those three experiments, I realized I needed a true dildo. Eventually I dared myself to go to Times Square (which was all porn shops in those days), and buy one. I chose a mechanical wonder that would actually fuck me by itself once inserted. THAT was a thrill, let me tell you: but the thing was designed for vaginal use, not anal. The poor little motor had to work much harder when pumping my tight ass, so I ended up burning it out during the tenth session. Worth every penny I paid for it: wish they still made that kind.