How to Choose the Perfect Dildo for You. Whether you’re looking for a new dildo or already have one and want to try something new, it’s important to find one that fits your needs. The first thing to consider is the size. If you have never used a dildo before or are unsure of what size works best for you, start small—and keep in mind that most people find that their preferences change over time. It may seem intimidating at first but don’t be afraid! A smaller dildo is much easier to handle than a larger version. If you are interested in experimenting with anal play, then getting a smaller size is even more important as your anus will need time and patience to adjust before being able to take on bigger toys comfortably (or without pain).