Tips for Anal sex

My SO and I are very kinky and were always trying new things and he brought up trying anal (after I brought it up before a yr or 2 ago lol) but anyway we've been taking it slow, we've been trying the finger in the butt thing which is fine with me but yesterday we tried it with the real deal(his penis) and it was a fail we tried lube that didn't work.. I wanna know what could I do to be more relaxed so that it'll be easier