Welcome to the SI101 Board and its Forums. I hope you enjoy participating. Please begin by reading the FAQs, the Posting Guidelines section, and especially the Index, all found at the top of the main screen. The Index contains lots of links to helpful informative and how-to articles. The one you should read, first, is:
"Playing Ball" and How To Tips for Prostate Massage
This is also an excellent tutorial for people interested in and concerned about the how-to of Anal stimulation as well as play.
There is a section in the article that explains that the sensitive nerve endings around the outside of the anus and just inside along the passageway become highly reactive once a person has become very turned on. You can stimulate the anus beforehand and while it feels good to do so, the real intense contributions begins after you have become very highly aroused.
You do what feels good in the moment. You can use a dry finger or a wet finger for completely different sensations. Try tapping the anus around the opening and also try rubbing. If and when you are ready for finger penetration, use a well lubricated finger as explained and proceed slowly using pressure.
I hope this is of help. Got questions?