Men seem to like it, women.. Not so much! It just freakin hurts with no benefits for me whatsoever! That's my opinion anyway. Try it, just the once, you might like it, it's possible. That way you've made him happy & if it's not for you he can stop.
I'm not an expert but I do know that some women like it a lot, most don't. There are also sex toys that are made for those experimenting with this. They start small and move up to bigger sizes as to allow the person's body to get use to it and minimize pain or discomfort. Of course, it's not for everybody.