What you need to do is figure out what his attitudes are to anal play in general and play on him in particular. Does he like to play with your anus? If not, start there. If he does then figure out if he's concerned with anal play being "gay", dirty or "feminizing." If he does then work on those - it's neither gay nor "feminizing", and it usually isn't dirty.

To introduce him to prostate play you might want to try combining perineal play (pressure on the area between the scrotum and anus, which can stimulate the prostate) or external anal/buttplay with a handjob or blowjob. You can discuss how the prostate is similar to the G-spot and can feel good when stimulated. When and if he's ready make sure he's very excited and use a single finger with very short, smooth nails and plenty of lube and combine prostate/anal play with penis play. There are also people who claim that prostate stimulation can minimize prostate problems later in life, but it has not been proved beyond studies indicating regular ejaculations are good.

How does it feel? For me, it feels great, like the sexual feelings are all over rather than concentrated in the penis. The orgasms are also often more intense. Some people (including myself) can orgasm from just prostate stimulation, but my advice is not to press for this, just do what feels best.