First, thumbs up for worrying about ethics.
One thing I can think is, does your position as instructor mean that the student doing research with you might be perceived as unfair? That is, could anybody (the student, other students, profs, etc.) believe that doing research with this student might influence the mark you gave the student? Up or down. Not sure if that is even a reasonable concern.
Another thing I can think is, since you are a post-doc, can you arrange that any research the student does with you gets credit with the university? That is, this would be something unofficial. So the student is not going to get course credit or credit for "extra work" or anything like that. If the student believes they will get some kind of extra credit, they could be misled into expending more time than is reasonable.
First make sure you understand the context in this regard. And then make sure the student understands it.
Also, make sure the student understands that you are a post-doc, not a prof. So, for example, a letter of reference from you carries the corresponding (probably smaller relative to a prof) weight.
Agree in advance if you will try to publish, assuming something interesting results. Agree in advance who will get their name on any journal article that gets published. And if it's a case where it isn't alphabetical, what order the names.
As another answer has suggested, chat with somebody who is already doing supervisory tasks.