You are not a failure, you will find as the shock wears off that you start recalling things about him that weren't so wonderful.
Also I just remembered, when you open your own bank account notify your HR team at work immediately, you don't need a months worth of pay ending up in a frozen bank account.
If this helps, I divorced ex (or twatface as he is known amongst friends and family) four years ago, on the day he left I was bagging up his stuff and came across an envelope which contained re-mortgage papers, he'd remortgaged the marital home for four times the original amount and was due to complete in two days (he'd also withdrawn all the money from our joint mortgage account effectively leaving me with a mortgage twice the amount I had already paid off - I had a woolwich one account mortgage), I was hysterical and begged the mortgage company not to do it (they stopped it immediately). He also cleared out the joint bank accounts ( the next day) leaving me and my girls then aged 4 and 2.5 with exactly no money, a massively overdrawn account with increasing charges as direct debits from utility bills started bouncing incurring insane charges each time. I also had a broken boiler and it was the middle of the coldest winter we had had in a while.
And now get this... I'm an accountant (gosh how he tried to use that against me in court)!
You're not a failure, you've loved this man and trusted him as anyone does with their spouse.
Ring around to solicitors as well and get free consultations, you don't have to divorce him, but you do need to know your legal position .... also I found that being the applicant in divorce proceedings is infinitely better than being the repsondant.
Do tell your friends, I leaned heavily on one very close friend and work all rallied around, I'd have been utterly broken if not for great friends and a loving family.
And change the locks.