Threesomes, their intrigue and a new relationship

Amanda
I've been seeing a new guy for almost a month. We have a lot in common and seem to share many of the same interests. However, in a very unexpected way he brings up that he enjoys the group thing every now and then and that if the opportunity presents itself he may not turn it down. Now, as a mostly monogamous type of person that bothers me to some extent but- I kinda like to have my cake and eat it too. Does that mean I get hall passes too? How does this work lol 
Are any of you in relationships such as these? How does the influence of sharing intimacy affect you and your person? How does that make you feel? 
I'm trying to get some feedback as Idk a lot of folks who have attempted this type of approach.