Anal Help

Okay, so my husband has always been into anal in like a very innocent way like he’s never done it before and I hadn’t either. So we started slow but I really cannot seem to get into it. I feel like it hurts if we work up to it too much. So my question is does anyone who enjoys anal prefer just going straight into it without any anal foreplay or do you like to work up to it? I’m literally trying to understand this and be able to enjoy it with him. Thank you in advance for any advice you could give me!