First time - Anal edition

My boyfriend has been telling me how much he wants to put his dick in my ass. We finally tried last night. He started with his finger, which didn't hurt but didn't give any pleasure until he was rubbing my clit at the same time.

After he gave me multiple orgasms, he tried putting the tip in. I was super relaxed and willing so he got about the whole head in. It didn't hurt, but I again didn't feel pleasure from it. Once he's fully in will it actually feel good? I'm sure using lube will help a lot. Right now it's seeming like one of those things I can tolerate just to hear how good it feels for him, but I'd love to be getting pleasured too.