You are fine, lol! As far as worrying about if he thinks you're sexy... Of course he does. Unless you've severely photoshopped your pictures, he's already happy. This isn't some dude settling for you at last call, this is someone who's done their research and has chosen you as his lovely lady.
If you don't find him attractive, well, there's almost always something to like about them. If there's really not, just tell him to leave. It's not like you HAVE to do anything here, and we aren't going to sit here and tell you they're all George Clooney. They are however kind, funny, interesting, and a ball to hang out with if you are careful and listen to your gut about who you would really enjoy spending time with.
As far as advertising, shoot. You could have just put where you are and someone would've contacted you! Lol! A website, or membership on P411 or DateCheck or RS2K are all some girls have, and they do just fine. Some even leave it to a website and posting here and do alright. The ad boards here are a good resource too, and are free. If you don't want a ton of business, you may not want to advertise at all. Otherwise you'll just drive yourself crazy turning it all away.
For screening, ask for as much information as you need to be comfortable. Some girls just want to talk to the guy on the phone, others want his full name and employment info every time. This can and should be fun for everyone, so ask for as much information as you need to do that.
You could look into an agency. Don't get me wrong, you will lose a lot of money this way. But, you will have the chance to practice and get comfortable without worrying about screening too. Just make sure that you discuss their screening, blacklist, incall, etc procedures so you're not feeling doubly uncomfortable. Assistants can be less expensive, but they will not usually have the big client database to get you started on.