There are two primary reasons to use a plug:
To feel full.
To train your sphincter.
In fact, these two different purposes lead to very different shapes of plugs.
Plugs designed to make you feel full have a thicker main body, especially in comparison to the ‘neck’ leading to the flared base (so it doesn’t “fall in” to your butt!). Once they are in, your sphincter will constrict around the narrower area, to both hold the plug in and relax from the strain of accommodating the full width.
NOTE: If you are a beginner, I suggest you start with a ludicrously small-looking buttplug. Our eyes are almost always bigger than our assholes, and it’s easier to work up than to fit in something that your body is not yet ready for.
Training plugs, however, will have a wider ‘neck’ area (will still have a flared base, of course), to keep your sphincter dilated, training it to relax and get used to being more open than a sphincter would ever be, except when evacuating the bowels.
Often, plugs for training will come in a kit, with gradated neck widths, to work yourself up to the larger size bit-by-bit.
Feeling Full
For those who love the feeling of being penetrated, butt plugs can offer a variety of options.
They can be inserted, and worn under clothing for brief periods (even in public), with more experienced users wearing them for hours, even.
For vagina-havers, slipping a buttplug in can give the sensation of double penetration when the vagina is also filled with a flesh dick or dildo. Add in clitoral stimulation for a trifecta of pleasure.
Anyone can potentially enjoy the pleasure of having a plug inserted during oral sex for added stimulus.
Many also like to feel filled during solo play.
Training
Using a training plug to prepare for anal play, to relax the sphincter, is a good way to ease into play.
By wearing a training plug during any relaxing or sexual/affectionate play before the main anal event, you are getting your sphincter used to being held a bit wider than usual, making way for a less stressful entry.
I’ve written about this in my book, “The Big Book of Ass: All about anal play and pleasure, including training, communication, safety, and more.”
