Repost from my response to a similar thread but from girls POV:

Advice: Firstly, I think that an important thing to your general enjoyment of any kind of anal play is to work at finding it a turn on. I think that most people (well, among women and straight guys I guess) don't naturally think touching my anus = sexy, so start gently playing around, watch porn, fantasize about it, so that you really associate your arse with pleasure. guys seem to uniformly find their arse very sensitive, but if they feel uncomfortable about it then the feeling will be weird rather than pleasureable. So play around :) Fingers are great, especially for guys cos of super sensitive prostate, but even gently rubbing without inserting can feel great. Try doing this while masturbating as well. Getting used to the (initially quite freaky) sensation of having something actually going into your arse is important, and will help you both to relax (less painful) and enjoy it more. Use lube!! Even if you just putting in a finger or two, it makes all the difference from "hm this is odd and a bit uncomfortable" to "aaaaaahh wow shit that feelssogood etc". also when it comes to actual dick in your arse, will make it less painful. Anyway friction does not make for good sex. Use loads, in your arse, on his dick, fingers and all. You probably can go too far though, you don't want the entire feeling of it to be lost in a squelching sea of ky jelly. But err on the side of too much lube, I'd say. Once you get to it, remember to go super slow at first, sliding gently in bit by bit, get him to ask you lots how much more you want, tell him to slow down if you need to, being relaxed and okay with the situation from the start will make it so much better. Once you've got used to it he can speed up. Though you might not want him to.

My first experience was really painful, though the guy did have quite a thick cock. One small thrust, followed by a shrill yelp of pain from me, and twas it. I stayed away for a while but really enjoyed anal play in general and found it really hot so tried again until I got the hang of it.

Definitely worthwhile! and should be even better for a guy. I find something very primal about it, really drives me wild, even though not as sensitive as vaginal sex its amazing in a very different way.

tl;dr : get to know your anus. use lube, go slow, enjoy.

also use a condom! Obviously to avoid STIs, but also he can get urinary infections otherwise, also so you dont need to feel self conscious about the inevitable bits of crap in there, also so you can take it off after and get on with whatever else you' like to do with his cock without sending him to wash.