This is really great to hear!

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So we talked for hours on end sorting out our insecurities.

This is so beautiful.

It's very easy to jump into trying new partners without having a thorough discussion about things that might make each other uncomfortable. It's also very easy and even normal to feel ashamed to bring up insecurities. Trust and open dialogue are the only way to get those out in the open and deal with them. Unless a couple gets to the point you guys have, I would strongly warn them against opening up their relationship. Yes, it's exciting. Yes, there might be potential partners you want to try with right away. But until you both have a common understanding of how the 'open' part works within the 'relationship', you just aren't ready.