As a girl who has become increasingly interested in anal but hasn't done before, if we were to try in the shower (his first time at anal too) would we still need lube or just the water?
Water is not the best idea, in my opinion. There is no viscosity to it. Anal in the shower is better than vaginal in the shower just because of the angle, but I am not sure that is the best way to do it for the very first time either.
I’d read the post One Man’s Perspective: Anal Sex to give you a little 101 on what to expect when you start having anal.
My recommendation: (1) do a water enema, 2-4 hours earlier so you are not worried you may have an accident, which 99% of the time you won’t anyways, but this will give you piece of mind, (2) use lube and a lot of it, and (3) do it on a bed with a towel under you for the lube. On your back or doggie style really doesn’t matter, in my experience.
He needs to stimulate your ass first, preferably with a finger or two. Then ease in, give you time, and you will be off to the races. Maybe buy a plug so you can know the feeling of your ass being filled first.