Be excited! Us guys have a dumb way of communicating things sometimes - handing you a pair of fishnets was probably his way of saying 'I think you're super sexy and I think it would be even sexier if you wore these'. If you're planning to constrain it to the bedroom, I wouldn't worry about confidence as I'm sure he thinks you're awesome. If you're taking it outside the bedroom, that's a different thing to work through. Do you guys ever have time away from the twins? I'm sure that's super stressful. If you do, you could surprise him with the fishnets and a pair of high heels and/or skirt. Again, if he went through the effort of getting them and building the courage to ask you, you will MAKE HIS DAY to fulfill the fantasy for him. Don't be shy about it.

Embrace it at your own level. If it's comfortable you could try with wearing the nets under your cloths and slowly stripping down to show off your little secret. Maybe wear one of his button downs and the nets and that be it. There's a lot of ways to go about it. Could even try dressing down, like say if you're at home, surprise him by not wearing undies under a skirt or dress and when he notices just throw a wink his way. It's the simple things like that can drive a man crazy.