Prostate stimulation has different feelings for different people. Many do have a "WOW!" response, but there are things you can do to make it even better for them (and better for those without a "WOW" response).

First, keep in mind that anal/prostate stimulation can feel good, but it doesn't always - especially in the beginning. We don't always connect anal stimulation with sexual pleasure at first, and it's important to keep that in mind. Bringing anal/prostate play in alongside other sex play helps - either masturbating him or during oral sex (you can do it during other sex play, but it's more difficult). There's a benefit for you as well - the prostate firms up when he's excited, making it easier to find.

The first thing is for him to make sure he's comfortable with you playing inside his anus. If he's worried about mess he won't be able to relax and enjoy it. Have him go to the bathroom and wash up.

If you have short nails I recommend a lubed finger as a first toy. It's small, strong, can feel when it's going the right way, and is warm (warm toys do feel much better). Play around with him, then using a lubed finger massage around his anus (while still giving his penis attention). He'll probably tense up, wait for him to get used to the sensation and relax before diving in. Slowly insert your finger and feel for the prostate, a walnut sized lump about 2-3.5" inside near the front wall of the rectum (aim your finger towards his belly button). Gently rub it while still playing with his penis, and let his feedback guide you.