Walk Before You Run
When you start to consider anal sex with your partner, by which I mean his cock in your ass, the most important thing for your enjoyment is that both you and he know that you can and will say stop at any time.
A good lover is someone who holds their partners pleasure as valuable. Some of us go too far and forget our own pleasure is also important, not in a selfish way, but so that our partner can enjoy seeing our pleasure and not feel guilty they are the only one enjoying any particular sexual encounter. But for those women who tend to put their lover's pleasure ahead of their own, you need to practice telling your partner what to do when he's touching, licking and eventually fucking your ass.
This starts with anal play. Walk before you run. Play before you fuck.
Know Before You Teach
Hopefully you have tried some solo anal adventuring before you decide to try it with a partner. It'll help you be a better guide. If you haven't, you can still proceed. The point is, you're practicing telling your partner to start, slow down, try this (instead of that) and most importantly, stop when you've had enough.
The main rule with anal sex is that when you say stop, it stops straight away. Making rules with your sex partner might sound strange and more like something you need to do with BDSM rather than anal sex but it's very important.
It's not about a list of rules though, it's more about discussing what's going to happen and creating an understanding between the two of you - so you both start out on the same page.
I hate stopping sex before my partner has "finished". It's wierd but sometimes I cum easily, like thirty seconds of fucking and I'm cumming. Other times, I can't. And these times I usually don't want to try. But I want my partner to. Is it sexist? I don't think so. I'm not putting his orgasm ahead of mine - I'm listening to my body and admitting right now, it will take too much to orgasm and it's not worth it. For me.
But there are times we've stopped before either of us has cum. A couple of times, I've cum and he's not (although, that's been when we're into the second round for him and he just can't).
But if it's not working during anal sex, it's so, so important that you feel comfortable stopping. Do not endure anal sex. Enjoy it. Stop when you don't so you want to try it again.
Anal Play with Your Partner
Regardless of who brings it up, when the idea of anal sex does rear it's head, you first decide whether you are interested then agree to try it. Get to know yourself (solo anal play) then bring that fun to play time with your partner.
The first time you include anal play, do not attempt anal sex. (Obviously you can if you want but that's my recommendation.)
Just play. Fingers, tongues, toys. Stop when you want to. Go slow. You should be in control, by command. He might be the one fucking you with his arms around you slipping the tip of his lubed up finger in your asshole (delicious), but you are saying yes, no, stop there, go back, etc. If you enjoy it, smile at him. Let him know. If you don't, stop.
If you find it fun by yourself but can't get it to work together, show him how. Finger your ass (or put the toys in) in front of him. Do it to him so he can see. Or ask him to do it to himself and watch (if, like me, you find that hot).
Before the Butt, Pleasure the Puss
If you want to fail at anal (play or sex), try it before you are even turned on. If you want to have a good chance at enjoying it, have an orgasm first. Vibrator, tongue, fingers, cock - whatever works for you. Get off then add in the anal play.
This not only means you're already turned on and more likely to perceive anal stimulation as pleasurable rather than invasive, you're also going to be more relaxed making any kind of penetration (at this point, fingers and toys only) easier.
In my opinion, the slimmer the better when it comes to toys you can use with your parter, especially at the start. Better to start feeling like you can do it easily rather than try something and find it only goes in with pain. Start small!