With my GF it took a while but it was her being shy. She's very sexual but has always been shy about sex with it even taking about 1 year to admit she masturbated!
With anal, like many stories here, it started with rubbing during foreplay and sex. She would say she didn't like it but every time I stuck my finer up her she would orgasm very quickly:. Eventually she started to relax and tried a butt plug which again she claimed to not enjoy but would cum instantly with it in

. From there I suggested it more frequently and eventually she admitted she loves the sensation. She is now down for anal whenever I ask and always cums hard, especially when I'm being rough.
Now to try to convince her to try DP with another person and instead of just toys but I am convinced that wont happen! Attached is her first ever butt plug.