You live in Amersterdam where there are, I am sure, toy shops with knowledgeable staff who can help you out.
You will want something firm, but yielding. You can hurt yourself with hard rubber or plastic.
What kind of lube do you use? If you use water or oil based, you are good to go. But silicone lube can mess up silicone toys.
What sensation are you looking for? If you want to slide something in an out a smooth dong will work. If you want to stick something in and leave it go for a butt plug. If you want a prostate massage an aneros with a vibrator is heaven. If you like contracting your anus anal beads are fun.
For those of us in the states, I think Babeland sells high quality toys that are good for beginners. But you might find it an excellent resource for what makes a good toy.