It seems simple enough, everyone has his or her limits and why would you go past a limit? Well during a session it´s easy to get past a limit, without a safeword it could be bad for the receiving sub. It´s true that some people can take a lot of pain, but no one is limitless. Maybe some would like to think so, but those who do think like that clearly have never pushed themselves that far.
Especially for a first timer it´s better to take it easy than to try and impress someone. No one will think badly of you if you take it easy, it´s not a competition and there is no reward for someone for those that take more pain than others. I´ve seen people start an innocent roleplay and it ended in blood and tears. Maybe that´s your thing, maybe your partner doesn´t mind help you fulfil this fantasy but safety should always come first.
Maybe that sounds strange coming from a dominatrix, safety comes first. Well just because I dominate, humiliate and spank people doesn´t mean that I want them to get seriously hurt. It´s a game and games are supposed to be fun! Going with a sub to the hospital in the middle of the night isn´t fun, you might think it is but it definately isn´t!!!!
If you want to try something new, always mention this before you do anything. It might seem funny but when you´re dealing with someones life and health, then it´s not like you can suddenly decide to do something dangerous. Just think about it, do you want to get a plastic bag over your head without the other telling you in advance? Breathplay is a dangerous game and it´s definately not for beginners!
Now I´m not the teacher here to tell you what you can and can´t do, I´m just telling you what seems to be the smart thing to do. In the end you just want to have fun with your partner(s), right? So have fun, but be smart and stay safe!