Lube is short for lubricant. Its a liquid, kinda like a massage oil for your private parts. It helps things glide in and out better, if you know what I mean.

Since your anus won't expand as easily as your vagina (vagina's are stretchy, anuses are not), you need to lubricate the penis very well so that it can slide in easier with less pain. And of course, go very very slow.

Hope that helps!

as it was said above, lube is a lubricant. Lube could be different it's not always like a massage oil. If you planning on anal sex you better got a lube for anal sex.