My girlfriend wants to have anal sex. Is it wrong that I don't want to, or should I do it because she said she will just go and do it herself?
Anon, it's never wrong to not want to do any given sexual activity. Everyone has their own wants, needs and preferences, and you get to have yours just like anyone else. While it can take a little adjusting for sexual partners to find middle ground in terms of what both want and prefer, a partner should always respect another in terms of what someone else doesn't want to do, and that's the case no matter your gender and no matter what the want is.
As well, I'm not sure if you're saying here that your partner is saying that if you're not interested, she's going to pursue anal play alone, via masturbation , or with another partner, but no matter the situation, if she's putting that statement to you as some sort of ultimatum, that's seriously not okay. Again, it's never okay to coerce partners in any way to do something they do not want to do, no matter how strong a want we may have to do something.
If she wants to explore anal play on her own, via masturbation, there's no reason to do something you don't want to to prevent that: after all, there's no harm in her exploring that by herself. I'd bet you have your own masturbatory habits and things you do, and the same is so with any partners you'll have. On the other hand, if you're in an exclusive relationship and she's saying if you don't do what she wants, she'll just go do it with someone else, again, that's coercion. We'll always advise users, full-stop, to just get away from any partners trying to threaten or coerce them sexually, because that's not a healthy or safe dynamic, even when your risks are more emotional than physical.
Only you can know what she meant by that statement, and if you don't, then it's important you ask her and find out what she meant so that you two can work this out in whatever way you need to. But just make sure than in any of your sexual partnerships, it's an absolute given that each of you gets to have things you don't want to do, and that it's a given that each of you is willing and able to just accept that the other might not want to do things you want to, and that's completely okay and totally normal.
It's pretty unusual for most people to have every partner they're with want to do exactly the same things they do, after all, and most couples simply make some compromises with sex as they do with everything else.