If not done correctly it can hurt like a bitch. My suggestion would be to take your anal virginity yourself before letting someone else back there. That way it won't hurt at all.
1st use an enema to clean things back there.
2nd use analEaze to help numb the area a bit
3rd use a wand or vibrator on your clit while wearing a buttplug or using a small dildo on your ass to Get your body use to the feeling.
4th keep increasing the size of your butt plug and/or anal dildo over time until you get to train your self