With regards to pain I've covered this here in a separate post...
Bottoming: Hurting Too Much
First of all lets cover your issues with perforation. Perforation means putting a hole where there should not be one. You cannot perforate your anus. What you may have heard about is perforating the rectum or the colon above it. You are not going to perforate either of these during anal sex, not with any regular penis/guy, and certainly not when playing with your fingers. .
Remember when you have trapped air inside you? Or when you really need to fart/poop but you can't? That horrible pain you feel inside you when the pressure increases as you hold it in? Yeah that hurts but it doesn't do any damage. Then the same thing when you try to poop and it's a bastard of a turd and it hurts like hell when you're pooping, but your hole is fine after? It's the same for anal sex. If you start to do something that hurts, stop, and then remember how much it hurt with a bastard turd/holding it in and how that didn't do any damage.
The pain my body has caused itself when holding it in, or with a tough turd, has been many times worse than any anal sex play I've done. With anal sex you are in control, you would have to push through the pain until you were screaming in agony to have perforated anything.
There is one exception to this and that's if you immediately try to push a dick in too fast it can cause the anus muscle to spasm or something, and that hurts like hell, but it doesn't last long nor does it feel like you've damaged yourself. You just have to remove the dick and breathe through that pain till it stops.
Listen to your body. If it hurts slow down, or stop, a bit of discomfort is normal but you aren't going to have damaged yourself unless you're in absolute agony. If, in the past, you've suffered from tearing your anus when pooping and when you wipe you've got bright red blood on the tissue? Most people have had this a few times. Getting fucked might reopen an old tear and make you bleed a tiny amount. This is nothing to worry about.
Regular anal sex doesn't cause fecal incontinence either. So don't worry about that.
Now to the pleasure side of things. The very first thing to say is that anal sex may not be for you. Just like some guys have very sensitive nipples, some guys do not. The same is true for prostates. I've given prostate massages to some guys who roll around in ecstasy. For me? It feels nice but that's about it. Some feel like they need to pee and don't like it at all.
For the guys with sensitive prostates the small amount of discomfort, and the feeling that they need to poop, vanishes when the pleasure happens. It feels so good to them that the pleasure overrides the bad bits.
For some it's not the prostate that makes anal sex feel good. My fuck buddy doesn't have a sensitive prostate. What he enjoys is the feeling of being stretched and feeling full. Knowing there's a fat dick inside his hole. Using him. For him the turn on is mental more than anything else. He can cum from being fucked. The small amount of discomfort is a bonus because it reminds him he's being used by a big dick.
For me? I only enjoy bottoming for guys I actually like and feel some connection with. It turns me on to have them inside me, turns me on knowing they are enjoying my hole and it feels pretty good too. My fuck buddy just likes getting fucked, he doesn't need the connection.
It's possible you need the right partner to start enjoying anal sex. Someone who will explore that side of things with you. Someone who is versatile, knows what it's like as a bottom and as a top, and therefore knows how to guide you through things. As good as a total top might think he is there is absolutely no way he's going to be able to do as good a job guiding a guy through anal than someone who also knows how to take a dick comfortably. When on your own a good dildo might help too as fingers aren't for everyone. Get one made of cyberskin/UR3 if you can, it really does feel the best. Get something with a nice flat/blunt/round cockhead, some can be rather pointy and a bit unpleasant.