Before you have anal sex with your partner, explore your anus on your own to become familiar with it's sensations. Use your fingers to gently. (btw, I have never had anal sex, but I expect all the advice about lube and warming up They didn't just have a baby every time they had sex). Anal sex tips for your first time: here are 5 things you should know and do before trying anal sex for the first time. Read more.