Plugs are short-term use toys. I can't really give you an appropriate time-limit, but wearing one to sleep, or out shopping, is definitely too long. That's far too much stretching, which can cause damage. Anal dilation is ideally done over a period of time; for some people that's one week, for others it's five years. Go slow, be gentle, don't overdo the anal play, and respect your body's limits (if it's painful, stop immediately).
Everyone's different as far as what size plug/wand/vibe they can handle when they begin engaging in anal play. 1" in width or less is considered about right. If a person has never been fingered, or very rarely, I would try to find something that's less than an inch in width. Usually the "small" and "beginner's" anal toys are a good size. Silicone material is best, because it's non-porous and easy to clean. Jelly is the worst, but you can put a lubed condom over it to resolve that issue.
WET and Boy Butter are two anal lubes that come to mind, and perhaps someone else will have more suggestions
Be safe and have fun!