Is anal sex painful when you are having it for the first time?

Hurt for me. It was my first time and I'll probably never do it again. I got talked into it because my boyfriend wanted sex really bad and I kind of did too but I'm a virgin and I didn't want to lose my virginity. After it got the inside a little ways it didn't hurt as bad. Like after he got the head in. And he got kind of too rough right before he came. That was uncomfortable to.