I'd had anal with a few previous girlfriends, but it was lovely when I did it for the first time with my wife.
I had played with her bottom for months (scratching, stroking, smacking, teasing etc) before we actually did it and she always loved me touching her there. Gradually, I worked up to the point where I would play with her anus and slowly push my finger into it and we did that for quite a while - she particularly loved me doing it while we both masturbated. I used to lie on my back and play with myself, while she got on all fours next to me and we both masturbated while I finger-fucked her arse. She loved it and would have a really intense orgasm!
We used to talk dirty whilst doing it and she liked me to call her names and tell her how dirty she was and I began telling her how much I'd like to push my cock up her arse. She got really turned on by this and so, next time we were about to have full sex and I was going to take her from behind, I suggested that I pushed it up her bottom instead. To my amazement she said 'yes' and I dashed to the bedside drawer to grab the vaseline before she changed her mind!!!!
We did it slowly and gently that first time and she masturbated while we did it and ended up having an almighty orgasm! I was getting close to it too and asked her if she would mind if I came up her arse, she said 'no' and so I did.
It was lovely - a really sensual experience and, since then, we've done it loads of times and my wife really loves it!
Sorry to go on, but you brought the memories of that first time back.