Anal????

I tried anal for the first time last night with my man of 5 years and Damn that was a pain I have never in life wanted to know but it ceased after he stroked for a wile but any-who-my Question is does it hurt like that every time and will I somebody tell me if I’m suppose To cum out my ass??? I’m so inexperienced with this anal shit it’s crazy to me that I even tried but it’s what he want!