The Anode is a pipe fitting and will not (and does not need to) go all the way in.
The anode just needs to be tightened just enough to be watertight.
Use a wire brush to clean the rust off the threads and using Teflon Tape (or Teflon white pipe dope - its OK), put a couple of wraps of tape over the anodes threads.
Tighten snug (DO NOT crank it in! - you will never get it back out).
If it leaks (it should not) you can give it another 1/4 turn to stop it from leaking.
Lou and Laura with Bella - German Short Hair Pointer
2008 GMC Sierra 2500HD Crewcab SB Allison Duramax
2010 Flagstaff 8526RLWS - Superglide 3300
HAM CALLSIGN - KC3FFW