Anal sex, how do I prep myself and what to do

Me and my boyfriend have been talking about having anal sex for months, we bought lube and we finally tried it. I was in pain the rest of the day, he only put the tip in and I started crying.

So, what can I do to make it less painful? And how can I prep myself for it to be mess-free?

Also, we put lube both on myself and some on his dick. I’m not sure if that was the right thing to do though, please let me know if that’s what you do/would do or if it’s just me that needs it.