NEVER, EVER, EVER go from anal to vaginal sex without cleaning the My first time was very, very drunk, we tried doing it without lube or. Ain't nothing wrong with some anal sex. But your first time having anal sex can be a little bit intimidating. While there's lots of content losing. If pain and bleeding doesn't get better after the first time you have vaginal sex Anal sex may hurt the first time (and every time) if you don't use lube. The skin.