Most Helpful Guys
Don't use a gag. Have a safe word. Don't be afraid to use it. Don't be upset at him if you have to use it (the point is it stops things before they get to far, and it is his sign, so if you don't use it, it indicates he can keep going). Set solid limits before you start. Be careful with rope: always be sure it can be untied, or cut off, easily.
Go slow and be completely open and honest about your feelings. If you are nervous or it's going to fast then tell him, don't hold it in. Encourage him to do the same and make sure to be sympathetic to his feelings on it. Trust is the most important part of a relationship like this and you build that trust through communication.