I actually think that's a wonderfully healthy relationship. Now, if you two are like trying the toys out together, that's weird, haha.
However, I think it's healthy to talk about those kinds of things, especially once you hit adulthood because those become the things that are typically the norm in your adult life when it comes to your relationship, lack of, or whatever.
Your husband probably just feels that it is awkward because he isn't that open with his family, and he's probably thinking of it from a perspective of you being much younger. Because let me tell you, if my parents had talked to me about sex or toys or anything like that when I was a teenager and still hadn't grown into it myself, I'd be scarred for life and DEFINITELY find it gross for people to talk about it with their parents.
But nah, totally cool.