This exploration runs on consent that can be paused or withdrawn at any moment — that applies solo too: you can stop yourself, any time, without needing a reason.
The honest risk picture: anal tissue is sensitive and doesn't self-lubricate. The main correlates of pain with anal stimulation are insufficient lubrication, low arousal, and anxiety — which is why preparation, not courage, is the safety system here. Sharp pain means stop, not endure.
Check with a doctor first if any of these apply: an acute prostate infection or a flare of prostatitis, active hemorrhoids or an anal fissure, prostate surgery or radiation in your history, or an active flare of a gastrointestinal condition such as IBD. None of these is a permanent 'never' — they're 'ask first' conditions.