Keep reassuring him! If it's something you're interested in doing and it's something he would really enjoy, what's the harm in trying it?
Make sure you've both taken a shower (doing it together is even better), and ease into it. Start with other foreplay techniques; start with a blowjob and just start licking a little lower and a little lower.
I think being shy is most commonly because it makes you very vulnerable and it's an area where a lot of not pleasant things go on. Maybe he's worried about smell/taste? Use a flavored lube if that would make him feel better.
Make sure he's relaxed and knowing that you're into it as well and it should all go over okay. My husband loves them!!