You will undoubtedly be linked to 101 how to and first time threads which apply to this. It is different for different creatures, but the moral of the story is really the same for any other sexual partner - be respectful and empathetic, go slow, and if at any point they show distress or discomfort, stop.
Oh, and don’t fuck other people’s creatures without their permission. That’s being a shitty person. Good luck!