It’s very different, I guess a lot of us are trained to think of the penis as the only source of pleasure so exploring anal toys needs a shift in mindset to focus on different sensations.
It’s something to take slowly and it may take a few times to get past the weirdness but it’s worth it. Pain however is not, stop straightaway rather than risk damage.
Lots of lube.
Haha I can tell you that is being pegged by your wife is really addictive 
If you haven’t have any experience with anal, I would advise to buy some buttplugs/anal training kit to get used to the feeling of having something up your bum.
Definitely take things slow, use enough lube and enjoy the experience
Seconding @FindingLibido good on you for having a go and trying something new.
That being said, prep is definitely key for you both to get fun out of it.
Google anal training. Get yourself some butt plugs and a decent quality anal lube (sliquid sassy is my go to for anal and its silicon compatible)
This is going to be particularly important if she wants to try with a decent sized dildo (length is one of the dimensions that define how intense a toy will feel when in)
Start with your fingers or a small plug. 3.5inch circumference is a good starting point size wise. (This one is a good option. Or the rocks off one if you want to start even smaller)
Anal play will feel odd to begin with as its a new sensation your brain wont know how to process. So dont be put off. If your doing it right it shouldn’t hurt though, so if it feels uncomfortable (or you get butt cramp) take it out.
There is a ton of advice on using plugs and anal dildos on here if you search the forum
Do have a look for a longer version of this.
Wash up and go to the loo before doing anal play.
Lube up around and inside using your fingers. Lube the toy too. Lube is really crucial so dont be scared to take it out and reapply lube to a toy if you feel you need to. Wetter is definitely better
Always pick anal safe toys with a wide base for this kind of play. Really important
Body safe materials are best too for anything anal (eg. Silicone, glass, metal)
Stick with silicone for your first plug. The others are more intense
When your inserting something make sure to take long deep breaths and relax. (I find concentrating on how much you want a toy in and how good it will feel helps too). Go slow, listen to your body. Teasing a toy in and out slightly and using the vibes (if the toys got them) around your rim can also help relax everything down there when you insert stuff.
If you feel yourself tensing up on a toy thats in just make sure to take deep breaths and relax.
Once you can use a plug comfortably go up a size (plus one inch circumference between toys is max. 0.5 is what i did as i found it more comfy). Work up to a size slightly larger than whatever dildo you pick. (This will take a few weeks min so dont rush it)
Make sure to use the dildo solo before she peggs you with is so you can go slow and adjust to it.
Using a dildo anally isharder on the muscles than a plug so taking your time is really important.
Hopefully this should make it all much more fun for you both (apologies, i know that was rather long)
Oh, you can also wear a plug before she peggs you, or you use a dildo. good way to stretch
it doesn’t help that the vast majority of society still considers a straight man wanting to receive anal sex weird.
So congratulations on being more open minded than most.
Even if it ends up not being your thing it is still something special you share as a couple.
good luck.
and have fun.
Sexterminatrix prefers the strapless strap-ons, more for the advantage of no straps or harnesses; but for me, I like that she can get as much stimulation as I do, and it feels more natural. Having said that, you do need a decent pelvic floor to make it work, but overall they’re brilliant.
We recently got this harness from LH. Fits really nice and looks really sexy. GF loves it as it is really good fit and easy to use. Think this the best harness we’ve ever used.
I’ll be looking into that one If they sell it in the us
Well, that’s disappointing. I just looked into it.
Are toy is too big
Wife prefers the brief type. We had a harness up until a few months ago. She says more comfortable and feels she has more control.
I prefer harness, wife prefers brief…
Same reasons as everyone else has said, brief is more comfortable, harness gives better control…
This is probably our favorite though (not sure if correct size). Takes some getting used to, but definitely hits the spot(s)!
That’s why we have both a harness (for bigger dildos) and briefs (for the smaller ones).
My husband wears the brief style. He uses the strap on on me because I like more girth and he doesn’t last long. The brief style keeps his erection out of the way.
Showed the briefs to the misses as a bit of a joke but she was dead against it 
but she does play with my bum a little bit but for some reason she is dead against pegging.
Briefs are best for ease of taking on and off…but we find we can only use small dildos with them…if it’s for a good pounding then the harness is a must
Us too.
She much prefers the harness briefs but they won’t accommodate the bigger dildos so we have both.
It depends how big you want to go.
If you buy harness briefs buy them 1 size too small. They hold the dildo more firmly for pegging.
@rockstar …totally agree small size is what we went for and I much prefer the briefs 
…but if we’re getting serious the harness is the go too
Who instigated the strap-on talk?
Is the dildo not too hard (bought one but apparently it’s not a good enough feel)?