I have a nice German straight razor, with the strop and everything. I will echo the previous esteemed gentlemen when I say "Be careful!" with a few things I learned from shaving with a straight razor:
1. Make darn sure that blade is nice and sharp when you use it. If not, you will experience a rather exhilarating sensation of hairs being pulled rather than cut. Also, you may actually increase the risk of getting cut (My own foolish misfortune. The flip side of which is that straight razor cuts can heal without the slightest blemish or scar). And you will also have a lot of hairs still standing after the blade passes over the skin.
2. You will become very aware of those blood vessels under the skin in your neck.
3. NEVER take your eyes/concentration off the blade as you shave. Take the blade away from your face/neck until whatever the distraction was is no longer present.
Other than that, enjoy!