Tips for anal sex for new timers.

So me and my bf were having sex last night when he asked if we could try anal I agreed and we tried. He used my lubrication since I was very wet and it went in...but the pain was bad! Iet him thrust in a little bit slowly and not to far in, it felt nice for a few seconds then the pain came back and I couldn't do it! Any tips for the pain it goes in fine it just really hurts. And how was ur first time, do you like it or not?