Anal sex?

Okay so last night my boyfriend wanted to have Anal sex and I was down for it (anything to make him happy). It wasn't my first time doing anal. I've never really like it, it doesn't feel right. Is that weird? Some girls talk about how it's a lot better than vaginal sex! But last night when he began putting his penis in, it hurt SO BAD. It was a stinging sensation and I was in a lot of pain, I made him take his penis out immediately. The first time we had sex it didn't hurt at all it was just super uncomfortable. So I was wondering if anyone knew why it hurt so bad? Like, I was on the verge of tears. And I have a very high pain tolerance so it takes a lot of pain to make me cry!