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This isn't explicitly about relationships so I'm moving the thread to miscellaneous.
And for the record, anal is WAY overrated.
Your boy,
870
I agree. It is overrated. That being said, if you find a girl who develops a real liking for it/already has one, and is into it, I imagine it would be much better. But if you are working on convincing your girlfriend, I assure you, the first and next few times after will probably be awkward and uncomfortable for her.
You have to be very careful, for exactly the reasons you mentioned above. If you get going to fast or hard and slip out, look out.

Fortunately, never happened to me, but read the Tucker Max story. That'll probably discourage you from even trying haha.
If you insist, get a few drinks in her, romance her with a lot of foreplay, etc. Make sure she's nice and clean (hopefully showered recently), and start with one finger, and a generous amount of lube. Work your way slowly from there. She needs to get relaxed in order for your penis to get in there. Be gentle and go slow.
But as we said, it's definitely overrated (at least in my experience).
And don't forget...LOTS OF LUBE.