On the lady and your request. If its something more aggressive or possibly out it public your probably better off saving it for a second date. If not a first date should be fine. If course it depends on what she's comfortable with also.
Asking rules can be hard if you don't know each other, maybe just ask for a safe word, or a work to end the performance to put it even more gently. Don't ask or phrase things in a way that encourages unsafe discussion. If you already know each other I don't see a problem w discussing things in more detail.

One of my best dates was done completely "in character" from the moment he stepped in the room to the very last few minutes of our appointment. We did the classic "professor tutors sexy-but-shy schoolgirl who comes out of her shell (and her blouse!) with some scholarly coaxing on his behalf". Hot, elicit sexual education ensues..  

We'd arranged the "plot" and characters via email before meeting so that our final email exchange in which I told him the location was also in character. It just happened that our characters had fantastic chemistry and it was absolutely one of my top three favorite dates of all time, our of both civvie and hobby-dating. Granted, our plot was fairly benign and there wasn't so much of a power exchange so I always felt safe even though it was our first time meeting. I still screened him as I do anyone else I see, so there were really minimal concerns on my behalf. I have another regular that I engage in a different role-playing scenario every time we see each other and it really keeps things exciting every time.

I'd say it's probably fine to ask about the provider's rules regarding role-playing as long as no lewd acts are referenced and you don't sound too lecherous. It can be as simple as literally asking "what are your rules/preferences in regards to role-playing?". Easy-peasy.  

Have fun and good luck!