1. Don't Overdue it! - Many men take their desire for pegging too far and ask for it all of the time. I know it's exciting and HUGE turn on for you but consider the fact that most women only agree to try it having no idea that you are going to prefer it to "regular sex". Some women will even pull away from it because they don't like the direction their sex lives are going in. So to avoid that pitfall, be sure to ease in and take it at HER pace. Explore her kinks and show just as much excitement for your good old fashion make out sessions as well!
2. Don't Suck it (right away) - Some men in the heat of the moment with start sucking their woman's strapon. I'll be the first to admit that cocks are delicious and I completely understand the urge but just know that it can be very shocking for your woman to all of a sudden see you giving her a blowjob. Even if you are bisexual perhaps wait until you have established pegging as a mutually enjoyable kink before hitting her over the head with another revelation. It will all happen in good time!
3. Don't Go Too Big (right away) - For some men, the attraction to pegging is in being fucking with a much bigger cock than their own. It makes them feel submissive and even humiliated which is what they crave. Ease her into pegging before you reveal that your interest in pegging is anything other than pleasure. Baby steps is always your best bet so try and pace yourself because the pay off will be worth it!
4. Put your toys somewhere safe - Purchase a lockable toy box/cabinet to put your new toys into. It will make her feel more secure about delving into this new kinky realm if she is not worrying about what will happen if someone stumbles on them.
5. Pegging doesn't always need to end in orgasm - A common mistake some men make is thinking that once you start with pegging that's how you end the sex as well. Wrong. Don't forget about her pleasure! Just because you bought her a vibrating strapon doesn't mean you "took care of her needs". It's a good idea to switch from pegging to fucking her and finishing inside her sometimes so she doesn't feel the loss of your normal penetrative sex. Consider the pegging as a warm up or form of forplay and then switch gears so it doesn't become stale or boring for her.