Condom use is up to you, just be smart about it. Think with your brain, decide ahead of time what's right for you and your situation BEFORE your partner arrives on the scene so you're making the decision with a clear head.
But as for anal, you can almost definitely achieve very pleasurable penetration the first time *IF* you and your partner are willing to take things slowly. Make sure he absolutely preps you with one finger, then two, then three.... Even if he has large fingers, or a smaller penis girth, aim for him to get three (to maybe even four fingers if he's more girthy) -in a bunch, not all side by side- comfortably inside you with a bit of movement before he attempts insertion.
Anal sex is overwhelming and so incredibly intense to me, and I don't even have a prostate! I wish you and your ass the happiest of times, just remember, be safe and go slow.
Edit: DONT CHEAP OUT ON THE LUBE
get a nice, slightly thick lube of high quality that lasts a good long time. Silicone-based lubes are fantastic for anal, especially. Once I discovered how much better anal was with a top-quality lube, I never bough cheap again. Maximus is a great lube for everyone from anal beginners onward, and my personal favorite, Uberlube, is the ultimate lube for all your needs, but it's a thinner lube which I've heard may not be the best for a first time.... at least, according to the saleswoman in the sex shop I spent half a day testing lubes in. :tongue: