Why don't you just tell us what happened to you and we'll give you advise on that?
Did he stop or did he keep trying when you didn't answer?
I hope you are not that dumb to give any guy video or photos of you that were sexually explicit. You don't want yourself spread all over Youporn or PornHub in the "Amateur Section" I'm sure so it's a good thing you didn't comply (if of course, you didn't)
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BTW: A respectful person would not try to cajole you into doing something that you were not comfortable with... especially when you have only been dating a short time.
Have you even talked about exclusivity with this guy? One month in is like a minute in the scheme of the dating world.
“The willingness to accept responsibility for one’s own life is the source from which self-respect springs.” ~Joan Didion