Max Levant is a straight guy who wanted to explore anal with his girlfriend and offered to go first:

I never realized the incredible amount of bravery it takes to let someone inside you. It's asking someone to stab you in the back, but lovingly. Masculine courage is throwing yourself headfirst into danger, like jumping out of a plane, but feminine courage is letting danger throw itself headfirst into YOU. It's even more badass.

More of Max's thoughts on being pegged for the first time here.