Our first position for anal was doggy style.
My fianceé at the time, ‘Yasemin,’ had never experienced anal sex (nor had I), but said she wanted to try it. Late that night, we cuddled naked for a while, then I asked her if she was ready.
She was, and she got onto hands and knees and lifted her hips to me. I had a large tube of K-Y jelly and went slowly at first, caressing and probing her soft asshole, and then repeatedly putting one jelly-loaded finger into her rectum and gently, then with some pressure, spreading it inside of her. We'd heard this could be very painful, otherwise. During the fifth dose of jelly, she shuddered and her ass closed on my finger. She said, “I think that's more than enough.”
I rubbed my already-hard cock, wet with pre-cum, over her labia and asshole several times, then just to be sure, coated it with K-Y, too. Then I positioned my cock, and brought my hands to her tits as I began a first gentle thrust. Despite all the jelly, she gasped, and then opened farther than she meant to and my cock slid all the way inside her.
I was surprised at how incredibly tight her ass felt on my cock. She shuddered and spasmed again, and that was all I could take… I was spurting cum into her. Yasemin hadn't climaxed yet, so she thrust against my cock several times, but ended up saying, “Lots of jelly, but it still hurts.”
Yasemin said she was sore for a couple of days afterward, and so we never made anal sex a regular part of our lovemaking. We might have had different results if she'd been on her back, holding her knees, but we never found out.