Embarrassed after my first time trying anal. Should I be?

So, today was my first time trying anal.

It's always been something my partner wanted to try, but we just never did. Today he surprised me with some lube and anal beads and I agreed. It was very spontaneous.

It was unsuccessful. The beads were fine, but penetration was too much and we stopped. Afterwards we were talking and I asked how bad it was, and he said, "the mess?" It wasn't at all what I was talking about, but now I'm mortified.

We had a great time and the mood was great, but now instead of today being a sexy memory I'm just.. embarrassed. I guess I'm embarrassed that that's what he saw.

How common is it really, how embarrassed should I be, and how can I prevent it in the future? Please don't be rude, I'm just looking for help and advice.

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