Safe words

I’m new to this? I mean i have done the whole bdsm relationship before. But not to this extent. I’m liking it , don’t get me wrong. But at times I feel overwhelmed, if that’s even possible to feel during that time. We currently don’t have. Safe-word. He begged me to pick one long ago and I told him I didn’t need one. Yelp, full on idiot.

Also, how do I tell him i want a safe word now?