Mmh. When I was a kid, I was to take my temperature rectally, and I received suppositories.
A defining experience was the digital rectal exam that I received from our physician when she suspected appendicitis - she had not explained to me what would happen so I still remember my surprise at receiving this adult finger (gloved and lubricated, I think with mom's vaseline) into my rear end. Once I recovered a bit from the illness, I found in retrospect this event to be both humiliating (why I had not been told what would happen?) and strangely arousing.
So later I explored my rear end with fingers and small items (plastic cases for pens).
Unfortunately, anal exploration is not somebody an uncomfortable and inexperienced young male talks with inexperienced girlfriends. I tried to give hints but to no avail, they were probably too cryptic. So it is much later (after graduating!), when I started "dating" (I don't think it's the right word for that) my future wife that I had my first adult anal experience (a gloved, vaselined finger up there) and I loved it.
If we're talking anal sex, this was later for me. My girlfriend, now my wife, used to like anal play very much with fingers, thermometer, enema, plug... but freaked out at the size of my penis.
At some point we tried a thin strap-on dildo for her to fuck me and we enjoyed the experience, after some initial hurdles. That convinced her to try penis-in-anus intercourse. Well... with good preparation, no hurriedness, and good lubrication (we took our time, instructed by our strapon experience), it was delightful for me and she was surprised at how smoothly it went. Since then it has been a common occurrence in our couple, though much less frequent than vaginal (she also, less frequently, fucks me with a strapon dildo).