It isn't wrong to want to meet someone that you have been talking to on-line as long as you take precautions.
If you are young and living at home with parents, tell them what you want to do and ask them if they would go with you to meet him. If you have been trustworthy at home, they should understand and appreciate that you would like to meet him and be willing to go with you to some public place to meet with him. Tell him what you plan and if he doesn't go along with it, then you can rest assured that he isn't the sweet person that he makes himself out to be.
If you are an adult, still take the same precautions. Tell some friends or family members that you plan to meet this man, and ask them if they would accompany you to some public place to meet for the first time. Stay where there are plenty of people and if you have a cell phone, take it with you. Make sure other family members and friends know of your plans and exactly where you plan to go.
If he does go along with it, but acts uncomfortable around your friends or family members, take that as a red flag and don't go off anywhere alone with him. If you want to continue to see him, plan a couple of other meetings where other people are around you all the time.
I'm not trying to scare you. Just be cautious when meeting an on-line friend for the first time. Better to be safe than sorry.