New, shy, and definitely self conscious

Ok, so, I have only ever talked about being intrigued by the idea of certain kinks with 2 people, the first, my ex, made me super self conscious about it, and several years later, now with a man I’ve been with 1&1/2 years ( possibly more, we’re both bad with dates) is the second and only other person I’ve ever even thought about bringing it up with. We’ve even tried some milder stuff, because there are some things that I don’t know if I will ever be ok with due to some stuff from my past, two things that I’ve always been adamant about not doing because of my past, is no whips, and no choking, pretty much anything else I’m willing to try at least once, or discuss. He’s the first person I’ve ever let leave marks on me( other than hikies) and it makes me feel safe, and even protected in a way, which is strange to me because I’ve always been the protector, my whole life. He’s the only person I’ve ever even thought about considering accepting a collar from, and he’s the only person who I’ve been able to open up with about my kinks since my ex, and I still get so self conscious, and I’ve talked to him about it, and he likes the way I feel about the things he’s done to me, and he wants me to open up more, and so do I, but as a girl that has had very few partners, has never owned, and still doesn’t own a toy of any kind, and didn’t start masturbating till she was 16, I don’t even know where to start! He’s so understanding, and he never brings it up first, and he always says that we will only ever do what I’m comfortable with, and he’s willing to help me, and work with me slowly, but I can tell that there’s so much he wants, that I don’t know if I can handle, at least not for a while, I want to open up and talk about it all, and ask questions, and try so many things, I just dont know what to do or where to start with the insecurities that I feel are holding me back.what do I do? I’m going to counseling, have been for years, but nothing has worked so far, and I’m starting to feel like a lost cause, or like I’m waisting his time 😭😢😓😔