What do I need to know about sex without condoms?

Me (25F) and my boyfriend of 7 months (25M) are going to have sex without condoms for the first time in a week or so. I started my period and the birth control pill two days ago, so once my period is over we will be able to have sex without a condom. He has done it a few time with previous partners, but I never have. What should I expect? Is there anything I should do to prepare? Is it safe to have him finish in me? Any advice is appreciated