Well, generally speaking penetrative sex can be painful if the one penetrating just rams it inside a hole which is not dilated enough and had not been trained to take certain dimensions. And I'm pretty sure dogs are not great talkers during sex
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The knot is at the base of the penis, and it acts like a plug by swelling when the dog cums, in order to keep the semen inside the cavity. It is usually wider than the rest of the shaft, so you have to be prepared having your dog pushing this wider "ball" deep in you while you already have a non trivial length inside of you. Knotting refers to the situation when the know is stuck inside of you after he pushed itnside, and usually involves waiting between seconds and minutes to let the knot shrink before letting it pop out, otherwise you could have the dog yanking it out at max thickness, causing probably a lot of pain for someone untrained.