Definitely tell them in advance so they can douche and ask if they have any cock size restrictions for anal. If they say they don't then it's usually BS as there are definitely physical constraints to be considered if you don't want to do the SP harm. If your cock is larger than average then you'll probably get told no, which is understandable, so don't be put out by it.
When you're actually trying to enter for anal, then use a lubed butt plug initially and slow ease it in to allow the anal muscles to stretch and adjust to the size of the butt plug. Don't just go for it and push the butt plug in in one go. Once the butt plug has successfully made it in without causing the SP significant discomfort then you can slowly ease the butt plug out again. The SP should now be ready for you to try inserting your penis in their anus. Again slowly ease it in rather than push it in deep from the start. Listen to the feedback from the SP and go at their speed. Once your penis is in then ask the SP how they are and if they are ok with you starting a few short slow strokes. Starting doing the strokes and continue listening to the SP. If they have any problems stop. If the SP says it's not working then abandon anal and do something else.
Another thing to avoid doing is taking your penis out and putting it back in again as that is the bit that's uncomfortable as the muscles get stretched.
Amd it's best to use a fresh condom if you are moving from pussy to anus or vice versa. You don't want to spread any nasty bacteria.
And use sufficient lube and don't stick your fingers in it or if you are going to then make sure you've trimmed and filed your finger nails so you don't cause any cuts inside.
Anal sex in real life isn't quite how you see it in porn movies. The porn stars that do anal must get well paid for it as I imagine taking a cock the size of Dredd's up your arse is really painful.
I've not done anal very much, so I'm no expert, but SPs have explained to me what to do when I've attempted it. I'm usually too concerned about not doing any harm, so I never really relax into and only do it for a few minutes just to experience it.