Anal for beginners

Recently my boyfriend & I tried anal. It didn't hurt , he started with a finger, however when he would insert it , I would get this uncomfortable/ really intense feeling, then I'd feel like I had to go to the bathroom. We would stop and the feeling would go away, then start again only to have the feeling come back. He'd tell me to try and ignore it but I couldn't , it just felt really weird/ uncomfortable. Is there anything I could do to make it feel less intense? Is it normal to even feel that way?