possibly best to get fortable with regular, vanilla sex before you go delving into some of the kinkier things. As to how to broach his interests without hurting his feeling.... i find plete open honesty to be the best tack. Tell him which ones you are interested in, which ones you are not and reassure him that you are not judging him because he has some tastes that don't match yours.
but yes, wanting to jerk off a dog is weird.