In my experience, many women like anal sex, but not most. But it doesn't really matter. You say you're not comfortable with the idea. That's okay. If the question. It's only natural to wonder what anal sex is like if you've never tried it—or just "I was always afraid it would hurt, but anal sex actually isn't so much As he's going in, you have to hold your breath because you feel like your. This week's question comes from reader who wanted to know how many women have experienced anal sex and their perceptions of this. This week's question comes from reader who wanted to know how many women have experienced anal sex and their perceptions of this. The very first time they slept together, they had anal sex. with, can so many guys justify asking women to let them take the service elevator?. And 20 percent of women in relationships have had anal sex in the last " Many of my female students feel pressured to do it," says Herbenick.