Sweet bean paste is an acquired taste. I have been eating it since I was very young, so I never went through that initiation phase. But for those to whom an (as it's called in Japanese) is a new thing, if you can get past the intense sweetness and textural hurdles, you are in for a real treat. It's best paired with some type of pastry (preferably rice-based), but I'm sure there are combinations out there that are yet to be invented. I prefer smooth bean paste (koshi-an) to the kind with the bean skins left on (tsubushi-an), a preference I think is akin to smooth vs. chunky peanut butter. You either like it or you don't. However, it really depends on the context of the dessert. In some cases, only the chunky variety will do.
Bean paste can be red or white, and the red variety can be bought pre-made at many Asian grocery stores. I've found it to be too sweet, so making my own allows me to control the sugar. To save a little time, you could buy the canned beans and skip the parboiling step (step 1). Some recipes called for soaking the beans over night, but as long as you parboil 3-4 times, I don't think that soaking is necessary. For the recipe, read on.