First time ...

Okay ! So me and my SO have been trying to do anal for awhile now. But either we're both so nervous when it comes to it we don't end up doing it.. or when it actually comes down to it we just can't seem to be doing it "right".. 
This morning we tried. And he just could not get it in! We had lube... what do y'all suggest ? And what position do y'all ladies like while having anal ? Being my first time I want an angle that's not gunna hurt so much ! 😬