My husband and I were very nervous about cock rings before we tried them as well! We got one as a free gift from an order we had placed at Adam&Eve, it sat in our drawer for months and one night we decided to try it out. He loved the added sensitivity and I loved the lasting a bit longer. We are hooked!! These are one of our primary items for both his solos and our playtime.
Start with one of the stretchy TPR rings, like the free gift Edens vibrating cock ring. You can either use the vibrating part or not, depending on your preferences. My husband loves the vibrations and we have replaced all the little disposable bullets with high quality bullets, (The smaller to medium sized bullets work the best).
Try it for small periods of time to get used to the feelings and to see if it is something you want to explore further. We started by having him masturbate with it on and having the ring about an inch below the head, (a super sensitive area that will send him over the top), after we got used to that, we moved it down to the base of the shaft for our time. I am doing a series of three reviews on cock rings we use regularly and am going to have a lot of information, cautions, tips and tricks in them, I will let you know when I have finished and they are on the site.
Most of the fear of using the rings come from the idea of leaving it on too long and damaging the tissues. These are prescribed by physicians for ED, premature ejaculation and other erectile issues. Just use common sense, relax and have fun!