You tried anal mainly with clothes on?! Huh?
Yes anal does hurt, things are meant to come out of that hole, not go in!
Next time, make sure you use lots of lube and make sure you go slowly. If it hurts then stop. The weird feeling is because you anus has been messed around with un-naturally. It...
I'm guessing you are around 15? If not I would at least wait until then.
Just make sure you use protection- condoms or go on the pill.
Also, don't forget there are lots of other 'things' you can do...enjoy doing those...maybe sex can wait.