My boyfriend is an anal virgin and is a bit nervous about being penetrated. Should we start out with a small dildo, vibrator, anal beads, or butt plug?

If he's really anally inexperienced you're gonna wanna get something a bit smaller for him to get used to first. I'd recommend a 5-7 inch dildo to start out with and PLENTY of lube as well. Make sure he cleans everything out too otherwise you're gonna have the mess to deal with. But other than that, don't get too violent with it because it'll tear him up and you don't want that and just have fun... you'll learn from there. :)