feeling safe and comfortable in a relationship. Should I be worried?

So I've been dating this guy for a while now, and one day it got really hot and heavy. Both of us wanted each other really badly and we ended up having sex. Without a condom. I know it's a kind of big deal but kind of not, but he's been with several girls before and I don't like talking about his exes. I'm actually not even worried about STDS or anything, but I just find it super weird because it's like... I'm safe with him. Like he's going to protect me from everything and anything that will hurt me. We've talked about a future together and we've kinda planned it out. But he says he loves me, and he shows it all the time. I guess it's just a bit strange for me because I have never fallen this hard for a guy and wanted a future with him. Does anyone else know that feeling? I just don't know how to think... or whether I should be worried or not.