>>>I told him we need to talk. Especially of my wants and insecurities. He said It's cool....
Then why haven't you talked yet? Don't wait until your pants are around your ankles to start discussing things. Otherwise, you'll find it far too easy to just "let things happen". And those nights rarely work out as well. So talk to him already. Let him know what you do want to do, and what you don't feel comfortable doing. Let him know you're hoping and expecting that he'll do.
Two other random bits of advice:
* Condoms. Lube. Go buy them. Today. Practice putting them on until it's second nature. You don't want to be in a position of things getting hot and heavy, and then taking time out while you figure out how to put one on. Or, worse yet, deciding not to bother.
* I don't know how old you are, but if this is going to be your first sexual experience, it might go one of two ways. It might be so exciting that you finish before you even start. Or, more likely, it might be that you're so used to sex being a solo activity that you experience some "stage fright". It's normal, it happens, don't fret it. Sex is a journey, not a destination. Enjoy it. If you can't stay hard, switch to making out, or start working HIM over for awhile. If he's finished, but you can't, you might try having him sit behind you and just hold you while you finish yourself off. And if you can't get to orgasm, don't try to force it. Shrug, say "Guess it's not happening this time", and thank him for giving it a go.

LXN