Hi @Foosa 
Welcome to the forum!
No reason at all for you not to explore anal play, you have a prostate, I’m sure it would enjoy a massage exactly the same as a clit or a G-spot enjoy stimulation. It’s no different. Hopefully, if you explain this to your wife she will be perfectly happy for you to start exploring the sensation.
Pegging is obviously a bit different as it would require her active participation and it will be up to her whether or not she is happy with this. I suggest having a read through, The Lovehoney Forum’s Guide to Pegging! (Wiki), lots of forum members have contributed both in the wiki and with their own personal experiences in comments below and there’s advice on how to talk about it with a partner.