First time

My SO and I had anal sex for the first time last night. I was going through the motions. I was scared that it was going to hurt, I was in a small bit of pain because it did hurt but not enough to tell him to stop and I was a little bit embarrassed that it felt so good. For some reason I didn't think I was going to enjoy it and I didn't want to enjoy it as much as I did. I want to tell him but I don't know how to bring it up.