Masterbation is safe.
Anal masterbation by self is safe but you might get some bleeding from a foreign object being in the anal cavity.
what type of object should be best for anal masurbation?
sorry can't advise you on that, i am not into that type of thing.
the best type of thing to look for is toys. honestly thats the best I can tell you. look for anal beads. it looks like a string of rubber beads. the sort of thing that was designed for that. just be sure to buy lube also.