How can I stop feeling so confused, lonely and sad about him?

I like how you put her before yourself. There isnt many people who would do that. If hes in love with you...whats the point of him staying with his wife? You cant stay with someone who you're not happy with. I know its wrong what hes done, but from how you've described this...you cant help who you fall in love with. Some people rush into marriage, and dont realise they arent falling for the right people. The damage has already been done, whether she knows hes having an affair with you or not, so she will get hurt either way. Find some way of talking to him, and get a final decision on what you's want to do. Good luck x