19 things you should know before you try anal sex for the first time. Having your back door be a part of sexual play does not mean you need to have anal sex, says gigi engle, sexpert for womanizer. Related 8 women whove tried anal sex describe what its actually like first of all, its easier to do when youve had a few drinks. I had some awful anal sex experiences early in my sexual career. For a while, it was off my between-the-sheets menu, and im damn glad. Keep in mind that if youre not using a condom, anal sex is a higher-risk sex act , especially for the receiver. anal sex might sound intimidating to some, but its definitely worth exploring or at least being open-minded about.