Well just go at a pace that's comfortable for you. This guy keeps coming back so I don't think you have to worry too much about him not liking you suddenly.
The lack of comfortable communication bothers me though. He says he doesn't want to mess things up for you and doesn't believe that you won't resent him if he messes up your "firsts." He's uncertain as to how fast or slow to move with you and he doesn't ya know, ask?
My bf knew I was a virgin. He wasn't, and so he'd ask and we'd talk things through. Not rocket science.
My first bf was a virgin as I was. Neither of us knew how to take it to the next level, so we never ended up at the next level. Literally. We were in limbo for the last half of our relationship. Not just sexually, but in everything else. Never moved in together, never really tried out new things. It was the same old same old. The day we broke up, we finally discussed our future and he asked, "Do you ever see us getting married?" And no, I didn't. He met his now-wife a few years later and married her a year after he met her. He saw a future with her, but we didn't know what we wanted when we were together.
With my current bf, we've been through a lot together and we've always talked it out so everything's in the open and there are absolutely no misunderstandings. He sucks at long-term plans, but I can see us being together for a long time and taking it as a it goes.
If someone in the relationship doesn't have the courage to ask, you may never get what you want. I fear you could end up in utter limbo like my first bf and I.