It's not my cup of tea, but everyone with a brain knows how the prostate works - and, much of the time, when women are offering it, it's because they want you to feel good.
(And no, you don't "have to put something up your butt;" it can be stimulated externally by massaging the perineum, or you know, the traditional way, since you 'stimulate' your prostate every time you masturbate or screw to completion.)
However, generally speaking, as a man, if Buzzfeed is telling you that you "have to" do something, that's your cue to do exact opposite.
Feminists, and women with less than noble intentions love the idea of using pegging as a tool for leverage, since they can use the humiliation you'd feel having her tell your friends you let her dominate you in bed against you, and as blackmail.
And they (because they only women who write for Buzzfeed are feminists and ignoble women) think they're clever by marketing it as "tHe MoST iNTenSE, ToE-CuRLiNG oRgAsM oF YoUR LifE," with a knowing nod and wink to one another in the process.
Generally speaking, if you're into it, make sure you're doing it with a cool open-minded woman who either isn't going to turn on you and try to use it against you - or just do it with a woman who doesn't know any of your friends.