I had anal sex for the first time last night. I'm on birth control, and we've both been tested so we know we're clean; thus we don't use condoms.
I also didn't use any lube, and there wasn't any "finger stretching". But I didn't bleed. It only hurt the first time he got in, after that it was just lovely!
I know of women who only orgasm during anal, and some who only orgasm during vaginal. We didn't really go at it long enough analy for me to orgasm, but I do know I don't orgasm during vaginal. That's perfectly okay though! Most women don' orgasm during vaginal or anal sex. My bf usually makes me orgams using his hand while thrusting inside of me (either hole :wink: ) and that works for me :d