For women who are interested in anal sex, I got a lot out of the book: Anal Pleasure and Health: But I like having it as the little secret that I truly enjoy, and I don't think I'm an anomaly. Consider this More women are having anal sex. Depends. Giving or receiving? Giving, I've always thought was kind of meh. I mean, I've had partners who like receiving it, so I've done it on occasion, but. While anal intercourse may not be for everybody, for those that are willing to give it a try the first question they often have is, what does it feel like?.