A New Journey of Self-Discovery

I recently started exploring a dynamic that feels both thrilling and scary. My partner and I began experimenting with role-playing scenarios where there's an element of authority and submission, but it's all consensual and within strict boundaries we've agreed upon. It's something neither of us have done before, and it feels... different from anything else in my life. We've only tried a couple of sessions so far, but every time afterward I feel this mix of excitement and shame. Like there’s a part of me that doesn’t want others to know about these experiences because they seem too out-of-the-ordinary. Is it common for people to feel like this at the start? Should I be more open with myself or try different approaches? Any advice would be appreciated.