The abundance of nerve endings in the anal region and rectum can make anal sex pleasurable for men or women. The internal and external sphincter muscles control the opening and closing of the anus; these muscles, which are sensitive membranes made up of many nerve endings, facilitate pleasure or pain during anal sex. The Human Sexuality: An Encyclopedia states that "the inner third of the anal canal is less sensitive to touch than the outer two-thirds, but is more sensitive to pressure" and that "the rectum is a curved tube about eight or nine inches long and has the capacity, like the anus, to expand".
Because most research on anal intercourse addresses men who have sex with men, little data exists on the prevalence of anal intercourse among heterosexual couples. In Kimberly R. McBride's 2010 clinical review on heterosexual anal intercourse and other forms of anal sexual activity, it is suggested that changing norms may affect the frequency of heterosexual anal sex. McBride and her colleagues investigated the prevalence of non-intercourse anal sex behaviors among a sample of men (n=1,299) and women (n=1,919) compared to anal intercourse experience and found that 51% of men and 43% of women had participated in at least one act of oral–anal sex, manual–anal sex, or anal sex toy use. The report states the majority of men (n=631) and women (n=856) who reported heterosexual anal intercourse in the past 12 months were in exclusive, monogamous relationships: 69% and 73%, respectively. The review added that because "relatively little attention [is] given to anal intercourse and other anal sexual behaviors between heterosexual partners", this means that it is "quite rare" to have research "that specifically differentiates the anus as a sexual organ or addresses anal sexual function or dysfunction as legitimate topics. As a result, we do not know the extent to which anal intercourse differs qualitatively from coitus."
Using a new condom is especially important if you’re switching from anal to vaginal penetration so you can avoid moving bacteria from your anus to your vagina or urethra. Your anus is home to all kinds of bacteria your vagina and related parts aren’t used to—namely, gastrointestinal (GI) bacteria, like E. coli. When this bacteria reaches your vagina, it can cause vaginal infections, like bacterial vaginosis, which can lead to vaginal itching, burning during urination, a “fishy” vaginal odor, and gray, white, or green vaginal discharge, according to the Mayo Clinic. It can also spread to your urethra, where it can cause a urinary tract infection. According to the Mayo Clinic, this can cause symptoms like constantly needing to pee, then a burning sensation when you do, along with cloudy urine and pelvic pain.
Take things slowly, use plenty of lubrication, and stop if it becomes too painful. Don’t aim to have full penis penetration your first go-round. Try using a finger, and then upgrade to two or three fingers. A toy might be a good option, too, as you grow more comfortable with the sensation. After the first time or two, you and your partner will likely find that the pleasure trumps any initial discomforts.