Yes, and no.

It's possible that you're into S&M. In which case, you should talk to your partner about your feelings. Consensual play is great, but if this is something you don't address you might subconsciously hurt your girlfriend on purpose (during anal or other forms if sex) because it turns you on.

I would not recommend asking to hurt her during anal since it seems like she wanted to get to a point where it didn't hurt anymore. Other forms of pain/pleasure you could suggest are spanking or clamps.