"The" Conversation

So how do you go about having that conversation with a guy you've been seeing for about a month as to what you "are"? I don't even know where to begin but I would like to see where all this is going. I know I'm allowed to pull over and ask for directions, but how do I go about doing this?

Help please and thanks.

And for the record, no I am not having this conversation with my brother in case you were confused by that last entry.