Here's how to have anal sex, have fun, and stay safe. Coconut oil makes a good natural lubricant, but no lube can guarantee your anal skin. Be sure to clean up after the act, to avoid spreading fecal Bacteria and never have your partner go from anal straight to vaginal sex (since it. Five things you should know before you have anal sex. of one's body, not just to feel the good stuff, but to know if something bad is going on.