You start slow and find out what you like.
I'd start by reading up, a little bit, on what you're interested in. Everybody has a slightly different idea of "freaky", but any type of sex play has etiquette, helpful tips, and standards of safety. Don't use porn for this: Porn is fantasy. Seek out sexologists; there's plenty of good sex advice available for free on the Internet from a qualified professional.
Then think about what's a "no" for you. Some people just don't want anything near their butt, for example.
Finally, sit your man down and make sure he's clear that if you say "stop", that means "stop." Then ask him what he wants to try. If he's any sort of sensitive lover, he's not going to demand something ridiculous.
Above all, don't get stressed. Sex is fun. That's the entire idea. If you don't find it fun, don't do it. Really, it's that simple.
A note on "stop:" Safewords. In a BDSM or roleplay scene, "no" might not actually mean "no," so you absolutely MUST have a safeword that truly means "Stop right now!" It should be a word or phrase that you wouldn't ordinarily say, especially not in the context of the scene. And internet sex advice columnists such as Dan Savage are an amazing source of information on all things kinky; if it's BDSM you're curious about Google Midori or Clarisse Thorn. Just remember: safe, sane and consensual.