Congratulations! If you've reached this page, then you've had something in your ass! Give yourself a pat on the back(side).
Now, other teases will have you stick all kinds of things in your ass. If it didn't feel good, would anyone do it? I know the tip of your finger doesn't seem like much, but this is just the start. Don't be intimidated, it just gets easier from here.
If you've been improvising lube, you should hopefully have an idea of whether or not what you're using works. It shouldn't hurt or burn at all. If you've been feeling some pain or burning, you're either using not enough or the wrong lube. If this is the case, you should invest in some better lube, or this won't be enjoyable. Olive oil or Crisco shortening can work, but might be more expensive than lube, if you can't get lube yourself.