I think in reality it's hard to sleep with another person but I do it! LOL I mean I probably wouldn't wake at all if I slept alone. If I could create the perfect house it would be two master bedrooms with an ajoining master bath - of course his and hers. LOL But seriously, just ask him why and tell him that emotionally there may be many questions over the next few months as this is all new to you. Just be honest and open about your feelings and he will hopefully do the same.
I'm so happy for you though smoking and alcohol! Thats awesome! Go YOU!