I find a lot more men enjoy anal stimulation than women - after all, they have a prostrate gland up there, women don't. I don't mind the area being played with and I've tried anal sex, it doesn't do it for me. One of my friends absolutely loves it, can't see why myself, but then she likes DP as well... She knows what I do and I always say to her "seriously, you'd make a fortune in porn, the things you get up to!"
You'll find men that do partake in regular sexual activity anally are generally aware of things like douching etc, although there will always be one who has no idea.
Definitely wear latex gloves (I don't recommend Marigolds) and fisting is a big step up, especially if you're not experienced in that. Your hand isn't really forming a fist, its kind of more curved rather than clenched tightly if you properly form your hand into a fist. If you collect your four fingers together, your middle finger slips back behind your index and ring finger, then put your thumb over those two. Thats the kind of shape your hand starts to form whilst fisting, then it kind of curves more into a fist shape. Its the knuckle that is probably more awkward feeling upon penetration because the bones do start to pop out as your hand takes on more of a fist shape. Go slowly, even vaginally you've got to go slowly and thats designed for penetration, so with anal you have to go even more slowly. Make sure he keeps talking to you about his comfort levels especially during insertion. Don't make any sudden jerky movements because its an extremely intense feeling and the receiving partner feels everything. And loads, I mean loads, of lube.
When you're withdrawing, go slowly as well, and try and get him to keep still at least til you're past the knuckle areas. If you try and pull out quickly it will kind of lock around you because of the contractions/throbbing in the area post orgasm.
If he's experienced at receiving fisting he'll generally be quite good at giving you advice as well before, during and after.