Once it is all the way in (or as deep as it will go), start moving in and out. REMEMBER TO START SLOW. This is likely an unfamiliar sensation for him, and he'll need some time to get used to it.
After thrusting for a while, you can begin picking up the pace. Moan, rake your fingernails across his skin, slap his ass. Squeeze his cock and balls like the pommel of a saddle as you go to town on him. Be sure to relube as needed.
As you start really working his ass, tell him how fucking hot this is, how much you love sliding your cock in and out of his ass. Pull it all the way out of his ass and push it all the way back in. Praise him for how well he takes your dildo, and tell him that you should probably get a bigger one for next time...