My advice would be to make sure you tell him how much you enjoy whatever activity you're talking about.
Most men these days are ultra-sensitive to sexual abuse issues, and know the punishments are severe if they cross (or are accused of crossing) the line.
I agree with going slowly, but with every opportunity you have, tell him how much you would enjoy whatever it is you're talking about. That's the only way you are going to get over his training that he's not supposed to hurt you.