1) Don't do overnights with someone new. Would really suck if your personalities did not mesh well.
2) Make sure there is plenty of food and water
3) Allow the other party at least a little bit of Personal Time
4) Just relax and have fun! Overnights can be a GREAT time. I love love LOVE overnights with gents who have fun, playful personalities. Makes for a super-fun night.
Just try to be accommodating of the other person's mood and interests. I've never had a bad overnight (except for that one time I got sick
Poor guy had to hold my hair back. He was a sport, though.)