First off, girl, I don't even know why you are writing!! It sounds like you're ready to start things off on the right foot without needing any silly old advice column.
Only Way To Start a Good Relationship
Of course you can start off a relationship without sex!!! As a matter of fact, many people feel that that's the ONLY way to start a good relationship.
Let's talk about sex for a bit. Sex for a woman a lot of times involves emotion, and many women (and a few men), confuse love and sex. So having sex at the initial onset of a relationship can cause some problems, tying you to someone a lot quicker than if you'd started minus the sweaty stuff.
Sex is a beautiful, wonderful thing. It is a moment when we communicate to our lover the very inner depths of our souls (or hey, at least it should be). For that reason alone I would think you would want to wait long enough to determine if the individual you are with is deserving of such an exquisite gift. Waiting tends to eliminate the guess work. So by all means start your relationship and build from the ground up.
You Sound Nervous About Him
Quick touch on the other side. I don't know the story with your proposed significant other, so I am not going to go into depth. But I picked up that you seemed a bit nervous about this type of relationship because of this individual.
Bottom line is this: absolutely, no way, under any condition should you put yourself into a situation that makes you feel uncomfortable in any way, shape, or form!! Life is too short to spend it with a jerk. So if you're asking this question because you're afraid this guy wants something from you that you are not ready to give, turn around and walk away. Trust me when I tell you that if those are his intentions in the beginning, they are not going to change.
Good luck to you Lotte, you sound like you're starting off on the good foot!!