Pegging... Total novice looking for advice?

So my long-term boyfriend wants me to try using a strap-on with him. I'm not totally opposed to the idea, but I'll admit I'm a little hesitant. Has anyone here done this before, and what do I need to know about it? We have always been very experimental but he hasn't really explored himself anally and I have no idea where he finds the brevity to allow another person to go spalunking first but hey, he trusts me and I love that. I'm just nervous to be honest, I've thought about doing this with women before, and have masturbated to the idea personally... But for some reason I can't picture doing it with him and while I want to try I want to at least have an idea of what to expect. Any advice? Should I tell him to maybe explore that area himself first and then come back to doing it together, I have done some light touching in that area in the shower but he has never experienced any penetration.