Ok - so here is my advice then.

Go ahead and go out with him. Have fun. Don't talk about anything you do not feel comfortable talking about. IF something occurs that causes you to become anxious or etc. Then tell him you need to stop and why. He doesn't need to know everything right away and you don't need to feel totally "emotionally naked" (for lack of better phrasing) right away either. Give yourself time to become comfortable with him.