No. (EDIT: This was for PIV, I read the thing wrong.) It was lovely.
I was with the man I married (although we later went through years of an open relationship, so he is not my "only" which I think is a good thing. For one, I appreciate him more, knowing how good he is compared to others.)
He was older, I was (obviously) 16 year old virgin. I waited until I was sure
I loved him (that took a while, I don't fall in love easily) and obtained birth control.
We made love on his little twin size bed. I was SO nervous, but once we got started, it was just lovely! I didn't come, but it was my first time. Also, I wouldn't let him give me oral sex, so there's that. (I have NO idea why. I didn't think a man would "want to do that." My goodness, was I naive!
) We had done a lot of messing around and a lot of frigging, so if I had any hymen (which I doubt, because nothing ever hurt) it was stretched earlier. It was beautiful.
A few times later, he begged
me to let him give me oral sex. A few times with that, and I could come. O.....M.....G........ I had "practiced" so I would figure out the way to have an orgasm. But, I had no idea how amazing it could be with an other person.
And, more than twenty years later we're still doing it. It rocks every time.
EDIT: Oh, the question was about anal. Here, I wrote a TEXTWALL about my first PIV experience.
No, anal didn't hurt the first time either. He has a way of "training" me, so that I'll be ready and anxious to try something new. I was a little sore, and had a little blood after the first anal experience (but, oddly not the first PIV) but, we probably didn't use enough lube, or something.
It never hurts now, ever. There are relaxing techniques you have to use, and I need to have an orgasm first. Lube is totally necessary. But, it didn't hurt. I could feel it, of course, but that's part of the fun.