You have to really trust your man to have anal sex with him. Have a sex towel underneath you both. Remember that the level of discomfort or pain will directly depend on how well you are relaxed, how much lubricant he applies, and how slow and gentle he penetrates you. Relax, have him go a bit deeper. Getting a sex toy lost in the anus is extremely painful, dangerous, and embarrassing. Make him promise you that he will stop if you want to.
Like straw, I'm worried about your vision of "spontaneous" anal sex.
How to Choose the Best Lube for Anal
It's not "squirt some lube and hop on", it's "work lube around the anus, slide my penis up and down the crack to get lube on it, tease around the entrance, slide a little more to get more lube goin' on", and so forth. If it hurts, tell him to stop. This goes for any kind of anal play, fingers, toys, or his penis. The towel is so that you're not shy about using too much lube for fear of it getting on the sheets, and so you can relax about "other stuff" getting on the sheets. Using a condom will be always a safer and cleaner option.