I was scared and said no to it for years. I wish I hadn't been so afraid and had taken the plunge earlier.
It took my husband and I about a month of training to allow me to learn to relax fully and be able to accept full anal/penis sex. We started with him just playing on the outside, with lube. Then gently with his little finger, then a little more, always with lube etc. I actually didn't like anal toys until after
we had actually had full anal sex, but maybe we tried the wrong ones or didn't take our time then.
I find I have to have an orgasm before we have anal sex
. It's just a given. If I haven't come at least once, we don't even try anal sex until I have. I can have anal play before orgasm, in fact, it helps, but we're talking toys, probes, plugs, fingers, rimming etc. (Personally, I'm not that crazy about being on the receiving of rimming, but my husband seems to enjoy doing it, so it's OK.)
Take your time, it may take a month or more of concentrated effort and work (but it's ALL FUN) to learn to have anal sex. Start small, always use a good lube and most of all, if it hurts STOP! Go back to where it feels good and take off from there.