Ahead, sex experts break down what pegging is, why people are into it, and everything beginners should know before giving it a try. Pegging is a type of anal sex in which one person wears a strap-on dildo and uses it to penetrate their partner anally. “Pegging can be enjoyed by people of many genders and sexual orientations,” says Tim Lagman, resident sex expert for . Maybe you just like how pegging feels. Your first time pegging is about figuring out what feels good, not proving you can speed-run your way through anal penetration.