Butt plugs are great during penetrative play if you enjoy the sensation of feeling full or stuffed.
There are a bunch of little muscles around your anus that can be pretty tight if you're not relaxed. And as logic follows, if those muscles and your anal sphincter are tight, inserting anything can be painful and difficult rather than pleasurable and easy. Try something like deep breathing or a relaxing massage with your partner to make sure both you and your bum muscles are sufficiently chilled out, pre-anal play.
Shrink Anal Sphincter Dog Tail