It sounds like you need to instigate a feedback system in your play. As well as using the tips above (and safewords are useful, even if you never use it you may find it helps you psychologicaly to have one as a safety net). After you finish playing, you should be having aftercare (hugging, stroking, words of reassurance, even a cup of tea) and part of aftercare in BDSM can be discussion about 'how things went'.

You need to make sure this is a formal thing, not just a 'how was it for you?' thing. You need to both be aware that there will be analysis of the play and it needs to be rational and calm discussion. Some people have it the day after to avoid being too tied up in emotions. Others do it in written form - on a private shared blog, for example. Criticism needs to be constructive and contain positive as well as 'negative' things. So, tell him what you enjoyed in that specific session, then tell him that you thought he was a bit rough in one point and suggest how he may make that better and so on. Be careful of saying anything that may be construed as 'blame' or mistaken for complaining.

With regards to safewords, a good one to consider is the traffic light system. If he asks you how you are you can say 'green' for OK, 'Amber' for 'a little too much' and 'red' for 'stop, I am in trouble'. You can also say any of these words during the session to let him know if you think he is going too far. This system is good because it demonstrates that a safeword being called does not mean the end of the session (which many think it does) but rather a time for a rest, a reassessment of the situation and for the Dom to ask the sub if they want to go on or not.