Start by deciding what you are interested in. Adult sex toy shops are full of different items, and it can be easy to get intimidated by all of the different things you see. But if you do a little research first, you'll know what you want to look at. Start by spending a little time on online sex shops, or try watching one of the television infomercial type shows that feature sex toys. Once you see some things you are interested in, make a few mental notes. This will help you feel like you know what you are doing, and you won't have to wander around the store guessing at what you might enjoy. Another tip that will make it far easier and more fun is to go with a friend, whether it is your significant other or just a friend that you feel comfortable with, having someone to share the experience with and talk about products with can make the whole experience more enjoyable. Also, take advantage of the salespeople in the shop. They are there to help, just like any other store, and can offer suggestions or at least point you to the right area.
Once you have made your purchase, the next step is to begin using it. Hopefully, you are communicating with your partner if it is a purchase you want to use together. Otherwise, you will need to find a way to introduce the product without being uncomfortable. If it is your first time using a product such as a vibrator, you may want to consider using it by yourself first to get comfortable with it. There are really no right or wrong ways to use a sex toy, you should simply do what feels good to you. Some people are more comfortable using a toy after they have watched someone else try it, so consider searching for videos through an online porn site if you are curious. Once you are comfortable with a sex toy and ready to introduce it to your partner, don't be ashamed. Anything you do to improve your sex life shows that you are interested and excited about sex with your partner, and that is something that you should both feel great about.