It’s totally normal feeling nervous about something new. Geez, we all feel some anxiety when experiencing something for the first time- whether or not it’s sexual. I think it’s wonderful you are asking for advice. Education is one of the best ways in empowering partners to explore anal play.
It’s possible that anal penetration may never be in the cards for you. But that does not mean you can’t both enjoy anal play. Before giving up, however; may I suggest a few things that can help you both progress toward having actual penetrative anal sex. Here’s a road map that may help lead to you both to penetration.
Lubrication is your best friend for anal play because unlike the vagina, the anus is not self-lubricating. The right lubricant can make anal play feel amazing. With so many different varieties of lube to choose from, it can be a bit overwhelming.