Don't feel like the odd one out, Emily - anal sex *is* very daunting for most people, but if you perservere to the stage when you can experience it, the effort will be really worthwhile. You'll be amazed how much pleasure you can experience from your anus, and Penny is right - the orgasm is beautiful.
Hella make a good point - start with a finger, and it's probably easiest to do it with your partner. It's actually quite difficult to put your own finger, or anything, up your own bumhole, both psychologicall and practically.
Have a good wash all around there first so you'll feel clean and fresh and not worry about being smelly there. Try first either masturbating or having sex - your orgasm will help not only relax you mentally but also relax your sphincter.
Get your partner to put a little lubricant on their finger and then around your arsehole, and then have them gently stroke around your anus, slowly and gently, then touching it and smoothing a finger tip against its pucker.
Hopefully, this will feel really nice for you, and help begin to associate anal play with sexual pleasure, without any need for penetration or anything you might fear will be painful. You could try masturbating while they play with you bottom, or have them stroke your clitoris with their other (it must be the other, for hygiene reasons) hand.
If you enjoy that, then you can progress to them carefully insert the tip of their finger. It's all about going slowly and gently - your anus can open up perfectly wide to accommodate a penis, dildo, and things even larger, but it's much easier and more comfortable if you let your sphincter muscle have the time it needs to relax and dilate.
All the talk above about trying to let yourself open up, pushing out with your bum muscles as if you were trying to poo - well, that does work, but I think in a first time situation it will be confusing and distracting, and feel a bit gross, to try that. Instead, just breathe deeply and focus on the nice things you can feel from all the lovely nerve endings around your anus.
Good luck, and hope you enjoy the experience.