O and A are on both sides (bottom and top respectively if on your back) of the cervix. Also known as the anterior fornix and posterior fornix. Google a diagram. Basically, deep inside you where the dick hits when fucking.
There are only certain areas that will trigger an orgasm: Clit, G, A, and O, and anal supposedly but I suspect the A and/or O is what is stimulated when having anal, depending on the position (doggy for O; missionary for A). In a diagram it makes better sense.
Plenty of places may feel good but not all of them are gonna make you cum.