How to Have anal sex header, faces of pain, pleasure, and porn Easy to use and less mess. You hear so much of people being turned off from anal sex because of how much it hurts. NEWS Hush - The World's First Teledildonic Butt Plug. You may have heard that anal sex should hurt the first time. do experience some pain or discomfort the first time they have it or the first time anal sex to be painful or uncomfortable, there are at least two other possibilities. Before you have anal sex with your partner, explore your anus on your own to Work solo until you begin to actively crave anal play (it won't take long). For first time anal penetration, I recommend the receiving partner be on top. will be met with ugh, get off of me, for at least ten or fifteen minutes.