I agree with all the go slow advice. As a matter of fact, I think good anal sex is a process that takes a while to achieve.
You might consider starting out with a toy. First on your own - just give yourself lots of time to explore how it feels to push something in your ass and how your body reacts to it. Then later with your partner - let him slowly use the toy on you.
The goal is to achieve complete relaxation; until that happens pleasure is out of the question.
Since your whole life your ass has only had to do one job: control what comes out of your body. Now you are going to ask it to do something else - let an object in. That takes some muscle retraining.
We talk about the sphincter muscle - but actually there are two completely separate muscles, an innner one and an outer one a fraction of an inch apart. The outer one you can control directly (though it will take some practice). The inner one, however, you have never had to control. This is the muscle that involuntarily clenches under stress. You have to get that inner muscle to relax as well. The best way to start that training is to use your mind and emotions to relax your whole body while using the toy. You can't (at the beginning) "tell" that ring to release, so you will have to start with a whole body approach. Any standard relaxation techniques (yoga, meditation, etc.) that you can call on will help.
Your first actual fucking can have a lot of psychological and emotional expectations attached. It's just about impossible for you to try to cope with muscles you have never experienced before, while you are also thinking about pleasing your partner and making it a good experience for him. That's too much to expect all at once.
So my suggestion is to think about adding anal sex into your relationship as a process that will happen over time, rather than a single big event. First you learn what's physically involved with your body; then your partner learns how to help you relax with a toy; and then once you can relax in those cir
stances, you are ready to add a real cock into the mix.