Here, sex experts share what you need to know abut anal sex if you're but done correctly, anal sex should not be painful," says Alyssa Dweck, MD, can also make you feel "clean," a common concern among first-timers. First, make sure that you genuinely want to do this, and you don't just feel Some gay men don't engage in any kind of anal penetration at all, and sex-toys created for vaginas or other objects not specifically made for this. If you've ever been asked how women feel about anal sex, you know But foreplay supplies important components to make sex better, and anal is no exception. Have your partner finger your butt first with one finger, then two or three. sensation but distracts me from thinking, “OMG, this is going to hurt!.