Is it ok for a guy to finger himself what happens when he does that?

Yes, it is perfectly normal for a person to explore their own body, regardless of gender. When a person inserts a finger into their rectum, they may experience pleasure due to the presence of nerve endings in that area. This act is often referred to as anal stimulation or prostate massage, and can be a way for individuals to explore their sexuality and experience new sensations. It's important for individuals to engage in such activities safely and consensually, using proper hygiene and communication with partners.