Never do anything without warning a girl - unless she has told you that is a fantasy of hers. With kinky things, you have to introduce them first. How would you feel if she tied you up and stuff a dildo in your ass without telling you about it?
Anyway, there are a lot of fun kinky things you can do. Tying each other up is a good one. One of my BF and I's favorite nights is when I tie him up and give him at least an hour long BJ, then I sit on his face for as long as I want... then straddle him for some anal.
Hot wax is also fun, but you have to get very soft candles- not just any kind - or else they are too hot and can burn you.
Dildos are also fun, if your girl has the fantasy of 2 guys on her, which most women do. A dildo or vibrator is a good way to make that fantasy happen without involving another guy, which isn't really good for most relationships.
Food is fun as well - whipped cream or chocolate sauce.
Sex in different places can be fun too, as long as you don't get arrested. If you know of a restaurant that has one-room bathrooms, go have dinner there. After you pay the check - or during the meal - both go to the bathroom area and slip into one bathroom, preferably the womens, because they are often cleaner. Have a nice quickie. It works best if your girl is wearing a skirt with no underwear on.
Role-playing can also be fun - you can buy or rent costumes, like French maid, cheerleader, pirate, etc, and play a little game.