Female led relationships discussion

A bit about myself…I grew up in a very “traditional” household, with the rule of no sex before marriage and obeying your husband… My husband brought up the idea of role-playing a few months ago. We experimented gradually, and he has mentioned that he would like me to take more control…so I try my best. I do things like tying him up and using a gag sort of thing, then he wanted to experiment with male chastity devices, so we purchased one for him and used it occasionally during play/teasing sessions. He has been online researching various ideas and approached me about a contract that will keep him in chastity for varying periods with “punishments”. He also expressed a desire to cross-dress; the next day he was giving me money so I could buy different clothes… I have told him right now it feels like he has dived into the lake while I am still getting my toes wet. Is it normal to feel apprehensive about this???? Just wondering what other people’s reactions were during their first time…