I have been doing some trading, not lately though, but it's all based on trust.
I have never asked for evidence that the coin is in possession and have never been asked for the same.
Usually both send the coins at the same time. Remember that coins easily escapes an envelope during shipping so just don't put a coin in a paper envelope and ship it like that...
A confirmation that the coin(s) are recieved are much appreciated.
I don't think you should worry just because you are a first time trader...
Good luck with your trading!