Buying as a couple is a different problem from buying alone: the product has to suit two people, and the conversation matters more than the catalogue.
Have the conversation first
Agree what you are curious about before you open a shop. Choosing from a product grid tends to substitute for the discussion rather than start it.
Start with something that adds rather than replaces
A product designed to be used together — a couples' ring, a shared massager — tends to land better than one that puts one person in the audience.
Shared use means shared hygiene
Non-porous materials matter more when a product is shared, and anything shared should be cleaned between users or covered. This is the one rule worth being strict about.
Agree a way to stop
Say beforehand how either of you calls a halt without it being a verdict on the evening. It is a small thing that makes the rest easier.