Optimally, it should never be painful if everything's being done correctly. If you end up bleeding even a little, I'd advise stopping immediately. I definitely recommend "warming up" before trying to bottom for him. A big thing to keep in mind is communication. Let him know how things are feeling for you: to be gentler, or slower, or even to stop for a bit. Do you have smaller, more slender (anal-safe) toys you could try using first? It doesn't have to be a drag; you can totally incorporate it as part of the fun.

If you don't have any anal toys, yeah, I'd say try letting him finger you first. Try to relax and get used to the feeling. Basically it boils down to trust, calmness, and communication ... and lube. A generous amount of lube.