My wife has been very reluctant to try anal play - but as I slowly introduce her to the new sensations - she has actually begun asking me penetrate her with fingers and toys.
Pressure is one feature - the anus of a beginner is obviously tight and the muscles do a great job spreading vibes around the groin area.
When I penetrate her with my fingers - I can use them to press up on a dildo in her vagina which increases g-spot and a-spot pressure.
Then there is the DP aspect - and the mental 'forbidden fruits' attributes. We're just learning and the journey has been fun.
Explore - and enjoy - just never forget to use a ton of lube and to stop whenever there is pain. Anytime something new is introduced anally, we have learned to pause to allow the anus to adapt before thrusting or going deeper.
One last point - start small.