Are you ready?
This could be a bit hard, so make sure you go slowly.
If at any point it hurts, stop, wait to see if it goes away, then either pull out or try to keep pushing. If you cannot continue without pain, you may need a smaller dildo. If you have loosened up (which you should have) and apply a lot of lube, you should be able to fit in at least a dildo the size of an average penis without any problem, though.
Now, with warnings out of the way, PUSH! Slowly push the dildo in to your ass. Get it as far as feels comfortable, and don't forget to relax. Don't worry if you have to go slowly and it doesn't go far. Slow is sexy. Hold it as far as you can get it (while still holding on tight) where it is for a minute, then continue.