Can’t seem to figure it out

So for some reason every time I try and initiate sex with my boyfriend of 3 years I still get really awkward and uncomfortable. I don’t know how to do it I guess. I’ve bought lots of lingerie but have NEVER worn it! My anxiety takes over! Usually he just ends up kind of grinding against me when we are spooning to initiate it if he wants or he will just come up to me with his penis out of his pants and expect me to do something about it. He’s very vanilla and I am a very horny person. How do I fix this so that we aren’t so vanilla In the bedroom and how do I initiate sex without being awkward?! I’m not sure how to use the lingerie too.. should I just walk out and show him or what? PLEASE NO JUDGEMENT I’m so embarrassed about this.