Use lube. You have no idea how sexy male moans are. Start out by using a finger. Go slow. You have to remember that. Use your hands or a sex toy to play with them, so that she has the opportunity to get off, too.
I'm a gay woman who can't really get off from vaginal penetration, but I like anal penetration. Some partners might have been surprised, but most have being willing to penetrate me anally. Now I'm dating a new woman who's nine years older than me, and she's having a hard time wrapping her mind around my request. She says she doesn't want to do it because she doesn't want to hurt me, but I keep telling her I've already done it and can walk her through it. I'd hate for this to be the end of our relationship. Can I do anything to reassure her that I'll be OK and even enjoy it?