I don't think that jumping right in would be a good thing while you're still confused about how you feel. Take Vegas Lee's advice and do a lot more thinking and talking with your boyfriend before you do anything at all.
Your concerns are valid and I'm a bit worried that he'd try to gloss over your fears about STDs and the like. Don't do this just for him or before you're sure you're ready. You will live to regret it; we've seen that many times here.
There's nothing wrong with telling us your personal thoughts. That's what we're here for (who else can you tell?) and you're safely anonymous. Swinging is a huge step in a relationship and you should get all the advice you can.
-B