As others have said, start with some toys- I bought the Tracey Cox one as it's great for beginners, but you may need another toy to progress to anal sex, as this one's quite small. But it is greatf or a first timer. As well as lube, you need to be turned on! Perhaps have vaginal sex first and a couple of orgasms, or be on the brink before you try anal will help. Also having an external vibrator during anal may make it more fun for you and will keep you relaxed. As for positions, lying on your back is easier at frist than from behind. Enjoy!