Please read Not Just Good Friends by Shirley Glass (look on Amazon). It saved my life and my sanity. Its really interesting and a page turner which helps speed through it. The book really helps even when you are reverberating with shock.
You will be in shock at the moment. As soon as you have finished reading the book get him to read it. As it explains how people all too easily slip into having an affair, and do not even think of how it may effect others or their own future. Never mind not realizing how completely devastating the fallout is post affair. It will teach him how he can avoid getting himself into a similar situation again.
Your husband needs to establish a feeling of safety within the relationship and your day to day life.
This means cutting all contact with the OW immediately. No contact about anything at all, never mind how innocuous.
He also needs to be completely open with you, access to his fb, phone, emails, phone bills, stating where he is going, when he will be home and getting home for that time.
Do not blame yourself for his affair. Yes be kind and compassionate to each other now, and it is a chance for you to re-evaluate your relationship, and make the necessary changes. But in no way are you to blame for his choices and subsequent behaviour. So don't let anyone tell you that your marriage must have been awful, or similar crap!!!!!
You need to watch for massive changes in his behaviour, implementing the changes that you want to see, regarding improving your marriage and lives.
Don't let your husband blame you for what he did either, this is so depressing (my husband did this, there was a myriad of reasons why he had an affair with a work colleague).
He may say some awful things because he is scared, ashamed and if he has anything about him guilty as hell.
Yes this is a horrible place to be. Been there myself! Betrayal on this scale really plays with your sanity.
Yes as time passes he can tell you why he did it, and what he got out of the relationship. But safety needs to be established first.
Stay strong and keep posting.