It is common for anal sex to be uncomfortable. You can buy desensitizing or numbing creams and lube specifically for the purpose of decreasing this pain. Or, if you find it painful, you can just say no.
We have a video here on the site about anal sex that you may find interesting: https://www.empowher.com/media/video/it-normal-engage-anal-sex-dr-clark-video.
Good luck, thank you for writing, and if you have further questions please let us know.