Anal toys are a great way to learn how to have anal sex, either through anal masturbation or anal intercourse with a partner. All kinds of people enjoy anal sex, and for good reason: it feels good. The muscles and nerve endings around the anus are highly sensitive and can feel fantastic when touched.
All men have prostate glands that can only be reached through the rectum and feel especially good when stimulated during sex. Women's G-spots are easily stimulated indirectly through anal play as well.