1) It's not wrong. Unless the guy was aiming for the pussy
2) Agree with your boyfriend to not have anal sex for a while, so that there's no pressure until you feel ok with it. Then, experiment with tongues, fingers and plugs.. It's fun
3) Drinking some wine before anal play is good
. Don't get wasted, just relaxed.
And of course:
4) Lube. The Maximus brand is good.