Most of us had been there, and it is true, it's the millon dollar question, because not every fantasy have to become true, so, it is important to tell appart what's safe enough for your emotional health and your relationship health to make true, and what to refrain (at least at the begining).
I'd say, take it slowly, one step at a time, doing soft swinging. Set the limits for your first "adventure", for example, "let's flirt, dance with other people, kissing and some touching would be ok but that's it", at the speed of the slowest one of you. Stick to your plan no matter of what, be upfront with the other people you're with, because if you create false expectations, it easily may lead to situations you may not know how to handle, and even end up being pushed to do something beyond your limits. Pay attention to each other feelings as thing evolve. Some of us have a sign language to let each other know how things are going, and more important, that someone needs a break. Behave as if both of you were just one person regarding your "plan", if you need to talk or ask your SO a question, take a moment and do it privatelly (it isn't unpolite to openly ask for a break, walk away, talk, and come back, because every couple knows it's required some privacy to make up your mind before jumping in). If some of you feels something isn't right, stop and talk about it.
Play the game at your confort level, get back home and talk about the experience, the turn ons and the turn offs, how do you feel about it, and from there start broadening the limits, one step at a time, as to test the waters.
The most significative advice we got when we started, because by following it we found a way to deal with our fears, was to understand whatever may happen as the outcome from a shared decision, thus the responsibility would be shared as well. Let's suppose you expect your hubby to behave in some way you planned, but something you didn't make a plan for, happend, hurting you. If you blame on him for this, then you'd be denying your share of responsibility, but if you understand this as a shared mistake, whatever it is, it would become an accident both of you suffered, and requiring from both of you to overcome. For as long as you both can make a commitment about the shared responsibility, and both of you are able to stick to this commitment, you'd be doing it fine, even if after the experience you choose not to swing.