Anal?

So me and my boyfriend tried to do anal yesterday but it hurt soo much. I was afraid to tell him it hurt but I stopped immediately. What do I do? I want to do it but it hurts. Also not to be disgusting or anything I have a problem using the bathroom I always had. So does that have to do with it hurting? I heard it hurts in the beginning but gets better at the end. He used lube not a lot but a fair amount and it went right in and shocked me. Please be nice☺️