anal???

My boyfriend wants to try anal. But I'm kind of scared. Because he will tease me and finger me there and his finger doesn't really hurt but it's not really comfortable either. And I'm scare his penis is going to hurt. Does it??? Or is it good? I want to do it because he is always willing to try my ideas and I was to let him pick something new. But I am not sure how I feel about it. And he's not trying to push me into it at all. He told me to take all the time I need to decide and if I said no it would be okay. But I thought I would ask before I said no. So please help!!!