anal sex first timer!

Ok I imagine this topic is around here more than once but I couldn't find anything! I'm 28 and really want to have anal sex with my SO but out first attempt hurt. A lot. No full penetration, just the head, ugh!  The length isn't bothering me but more so his girth and since I've never had anal sex, I even bled a bit afterwards. 
Any pointers in terms of best position for a beginner, type of lube, etc? Help! I want to enjoy this and so far, it wasn't fun which of course will be the case the first few times I imagine! Any advice would help! Thank you!!!