If you both want to and can do it safely, it's not illegal. None of us can stop you, so: use a condom for vaginal/anal/oral sex (make sure to use a new condom if you're switching from anal to vaginal penetration or vice versa), some lube (make sure it won't deteriorate the condom, no lotion), go slow, and both stop if one of you wants to. It shouldn't hurt TOO much, btw, if you go slow and are turned on enough. There might be some blood. Know that if you have a vagina you might get pregnant if the condom breaks. You both might get an STD or STI if the condom breaks also. If you have a vagina, pee afterwards to avoid getting a urinary tract infection. Just be safe and make sure you both really want to do it. It should be fun and feel good. Communicate openly beforehand also -- rule of thumb, if you can't talk about sex then you shouldn't be having it.