Lingerie help

My boyfriend's birthday is next month and I want to do something to surprise him, because we've been together for 4 years and I'm not that adventurous (I actually prefer routine). I'm self conscious and more tomboyish so I never wear anything girly, sexy or lacy. I decided to go outside my comfort zone and order some lingerie (it's just a black lacy bra and panty set). But now I have a problem. I don't know what to do with it lol. I've never tried to be sexy, do dirty talk or be kinky and I can't dance. I very rarely take control during sex because I don't have rhythm and he can't orgasm that way. Do I just walk in the room with it on and immediately take it off and jump into bed? I have no idea what I'm doing here, part of me wants to return it and order an Xbox game instead to save me from embarrassment. Any tips?