Anal First Timer

Hey you guys! 
I've been thinking about trying anal sex for the first time. My fiancé has a pretty thick penis, and that's what's been holding me back from going anal all this time but I feel ready now. So I have a few questions for those of you who have tried anal before:
1) Does it hurt?
2) Is there a significant difference between feeling it in the butt vs feeling it in the vagina?
3) If it does hurt a lot, do you have any suggestions on how to ease the pain (any positions, lubes, etc)?
That's all, thanks!