It depends if you’re looking thinking ‘hmmm, doesn’t do much for me and I’d probably feel a bit silly putting them on’ - because in that case I personally would think ahh sod it I’ll give it a go, with the caveat that 1) if I really don’t like it we won’t do it again and 2) he recognises that I’m feeling a bit insecure about it all so I’m going to need him to go at my pace and give lots of reassurance.
If by ‘not my cup of tea’ you mean ‘I really hate the idea of wearing them and really don’t want to’ then that’s different, and you absolutely shouldn’t do it.
It’s just clothes though, you might find you feel good in them, or you might find that you feel like a dick at first but his reaction is so incredible that you feel like the sexiest woman on earth. Or, you try them on, think ‘absolutely no way’ and that’s that.
I’d say to him you really like the fact that he’s picked some stuff he likes the look of, and you really want to do something nice for him, but the leather look is a bit much for your first foray into sexy underwear, you were thinking maybe something more like this ..... give a few examples. Does he like the look of any of those? Is it the black he likes? The idea of gloves? The all in one style rather than separates? What about it do you not like? Would you be happy in a similar style but maybe lace or satin or whatever?
I went out with someone who liked me to wear certain underwear, heels etc. Fine, but it felt like it was the outfit that he wanted, not me, could have been anyone in them. That really did feel like I was some kind of sex doll and was horrid, so I ended things. DP by contrast would make me feel like it was me that was sexy, the fact that I was wearing something special was just an extra bit of fun.