Amazing scene from The Big Lebowski I don't own, or claim to own, copyright of this; I am merely showing it to people. All rights to whoever. My boyfriend was hesitant to try to please me in the first place My boyfriend and I had anal sex but neither of us felt anything once he penetrated or while he was in. very little, with any kind of genital sex where the most sensory parts aroused is often lower in our teens and 20s, particularly for women. When a woman has vaginal sex for the first time, it can be a little painful. Anal sex can be painful for men and women the first time, and there may be a little.