As a lover of anal, I prefer doggy, because my husband can fuck me really hard and fast from that position. He's very well endowed, and when he's behind me he can ram his whole length in until his balls are hitting my labia, which adds to my pleasure, and the feeling of him so deep inside me is unbelievably exciting.
However, as first timers, your wife will be unlikely to enjoy hard anal, as it will be a while before she can completely relax enough for vigorous thrusting. Let her get on top and ride you. In doing it this way, she can control the depth of penetration, getting comfortable with the feeling of your cock up her bum, and then the movement and speed of the act.
Don't try to force it in, as your first anal will be your last, if you hurt her. I've written on this subject many times, and if you look in the AA archives, you'll find my advice (and others) for enjoyable anal sex, and how to prepare for it to make the experience painless for her.
The anus is richly supplied with nerve endings that can give extreme pleasure if stimulated correctly, and severe pain if abused. She will respond positively to you kissing and licking her anus, and even more if you push your tongue in her tight little hole (and believe me, you'll be delerious with pleasure if she kisses, licks, and probes your anus too). It's a great way to let her experience anal love making, and become excited about feeling your cock deep inside her. Just remember to wash each other thoroughly beforehand, and, to be honest, you should always start sex together after having a nice shower or bath, even if you plan to get really dirty together (a whole realm of more kinky games in this area!!!).
I hope this gets you off to a good start in what I find a deeply enjoyable, and integral part of my sex life.