I just had "the talk" with my girlfriend the other night... (We haven't been together for super long, so it's not like I've been holding out for TOO long! haha)
We were talking about her ex's strange fetishes (VERY strange), and I figured it was a good segway into telling her that I enjoy anal stimulation.
I explained where I think the kink came from (when I was younger I wanted to be a female, not because I felt like I was aligned with the female gender, but because I was really shy, and "knew" that I'd never be able to talk to women, so I wanted to play with lady-bits, and at that time, fantasizing about being a woman was easier than talking to girls! Silly, but true. Naturally, I wanted to "stick something in there", and I only have one hole... It felt really good, and sort of just stuck with me.)
She took it a lot better than I expected, and even said that she'd always wondered what it was like to have a penis, and to penetrate someone. My response was "Well, that works out nicely, doesn't it!"
We are still waiting for the time to be right, but she promised we could try at least once. I'm sure she'll love it, I know I will!