How did your first relationship start??

So I've known this guy in college for about a month and a half. We hang out a lot and really opened up to each other. I'm not sure how I feel about him; it seems a little deeper than an average friendship, but I don't feel any sparks or attraction. He hasn't really told me, but from the way he acts (big brother-ish), I'm guessing he doesn't have those feelings either. I just feel kind of uncertain. I want a close friend, but no relationships right now and I've heard lots of stories about a guy and a girl being friends until one decided to NOT just be friends. I need some advice and to talked out of this paranoia.