Like with all sex toys, the best way to get the most from your new strap on is to experiment. Adjust the speed, depth, and position, until it feels good or until you get more comfortable with it. There are some important things to remember when having strap on sex that will make it easier and more comfortable for everyone involved.
Use Lubricant! No matter what orifice you are penetrating, a good lubricant will make everything much smoother and more comfortable for everyone. And if you're dabbling in anal, it's an absolute must. Remember, though, if your dildo is made of silicone, don't use a Silicone Lube - go for water based lube instead.
If you're a beginner take it slow. It's important that both of you take the time before hand to 'warm up' and relax, particularly for anal penetration, so take your time. Definitely experiment with fingers and smaller toys / dildos first, and only move onto penetration when you feel ready.
Communicate with each other. Remember, the wearer won't be able to feel their new appendage, so if you're receiving, you'll have to tell or show them what feels good and what doesn't. If you're the giver, be sure to listen not only to your partner's words, but their reactions, and let them guide the depth and speed of penetration. Go easy and be prepared to stop quickly if needed.
Find a position that comfortable for both of you. The receiver is in control and should be giving the commands. Some popular positions are them-on-top, doggy style, and spooning.
Agree a safe word. We all joke about this but safe words were created for a region. This is a word or phrase that, once said, ceases play immediately, and is vital for safety and peace of mind during sex.