this was a long time ago when i started, but i think i remember the progression enough. but no you do not go shoving coke can sized things up your bum first day out.
keep in mind, all of this depends on having an infinite amount of lube at your disposal. lube is your friend.
started with tampon and tampon diametre sized things that is what, 0.5in before they expand (which they dont really do in your butt much)
flashlight handle that took c batteries, probably 1.0in
flashlight that took d batteries, probalby 1.25in
started putting socks on that one sock at a time (each adding like an 1/8 of an inch) (and then a condom to make it smooth)
my main toy for pumping on is like 2.75in that is like the top of the pleasure curve for me and has been for quite some time.
however i can take this barrell plug which is 3in, 3 and 3/8in at its widest point at that small ridge, all the way to the top of the base, this is the physical limit for me and its not comfortable for any period of time because it was not designed to hold itself in, it tends to want to fly out when i stand up and walk.http://www.extremerestraints.com/images/TX112z.jpg
it took over a year of pretty much every other day training to get to that barrel plug for me.