The prostate gland is about the size of a chestnut and can be found near the root of the penis (the place inside your body where the penis starts) and just below the bladder. The prostate gland produces part of the ejaculatory fluid (also called seminal fluid).
The easiest way to find your prostate is by inserting a finger into the rectum and feeling toward the front of your body. Some men enjoy prostate stimulation, which can be both penetrative stimulation and external stimulation, done by massaging the perineum (the area between the anus and the scrotum). But other men will find prostate stimulation irritating or even painful.
If you are interested in exploring prostate stimulation it is important to learn something about anal play in general. There are now a variety of anal sex toys that have been designed specifically for prostate stimulation, probably the best known being the Aneros.