Starting in the bedroom- even staying bedroom only- is not the worst of ideas. Just as long as it works for you, your partner, and your relationship.

Perhaps start by looking at goals for your BDSM relationship? Do you enjoy high protocol? Certain forms of play?

If you've not filled out a BDSM checklist, that would be a good place to start. This allows you to talk through evertything together. I would suggest filling it out seperately, though, so that neither partner is feeling obligated to say yes or no to anything on it.