You say you don't use lubrication but spit is exactly that. Ok, not as good as some lubricaton methods but still better than dry. Then you built up to doing it dry.

Some people are 'lucky' in this way and have no problem with anal - possibly due to a larger and less tight sphincter muscle or an ability to relax more easily than others. In others it is very difficult to insert even a small, smooth dildo in there without some assistance. And if you are already nervous about anal sex (as the OP clearly is) then you are unlikely to relax enough to accept it without some help. Once things have started and she realises that she enjoys it (assuming she does) then the next time may not need as much lube because she will be overall more relaxed. Everyone is different and it is this random variety which is essential for the survival of the species (though under what circumstances an ability to easily take anal sex could be essential for survival I would not like to speculate )

I think the point about relaxing is the most pertinent one with regards to anal sex and one of the main reasons I not only endorse lube but also butt plug training. A penis (even an erect one that is as solid as an iron bar in real life as it is in the minds of most men but not the sight of most women) is not the easiest thing to insert into a small, tight space. They tend to bend if they encounter resistance (painfully in some cases - for both parties) and that can crimp (literally) the whole encounter. So the more relaxed and ready for it the reciever is the better.

Mind you, most condom brands have some form of instrinsic lubricant in them nowadays so you may find that this helps...

Out of interest, what don't you like about lube? I tend not to use the 'commercial' stuff that is actually sold as 'sex lube', mainly because it is too expensive for what you get. I much prefer to use almond oil (which has the advantage of tasting better... ). Because it is a vegetable based oil rather than a mineral oil (like baby oil - which should never be let near a condom if you want to stay not pregnant) it is safe to use on latex. Just asking out of curiosity.