It doesn't make you gay. Straight people love anal play too. Some things to consider: Do you enjoy pegging where the top is a woman or a man? If you enjoy both, then you can identify as bi-sexual. As for assigning yourself a label, (if you must), as I think labels push us into boxes that we don't need to be in. It would be ideal if you could just say I love pegging and not worry about what it means or attaching labels to it. Enjoy the good sex and leave it at that.
ML