Sit down and have a heart-to-heart about it. Communication is the key to any relationship, and that goes doubly so in a BDSM setting where you do need to be aware of each other's wants and needs.

It should also be said that there is a dichotomy between loving someone and, for example, pain play or rough(er) sex and the like. It can take a while to reconcile the conflicting desires, if they are indeed there. Likewise, "BDSM" tends to conjure mental images of whips and chains and all manner of darkness; for some that is the way they like it, but if he trends towards the gentler side of things, tackling that concept can be pretty daunting.

But, again, talking will help there.

Other than that, maybe try watching some videos together, discuss what you like or don't like and why? Kink.com has a wide range of styles and settings, so that might be worth a look.