Hi and welcome to the forum!
So you are in a poly situation and got into it without the full knowledge... Not the best way to start, but this does not sound disastrous. He did tell you about his marriage in the early stages of the relationship. There is no consensus here on this forum about when you should come out as poly (and having other relationships), but I guess most people would agree with me that a marriage is something that would be best to be out in the open before any intimate contact happened.
Anyway, your situation is what it is. You seem to like him and be okay with his wife... good.
My advice for "the next step" would be for you to gather more information about polyamory. Then you should think about what it is that you want of this relationship. And then... communicate, communicate, communicate. Find out about his views of polyamory, about the rules and boundaries they have in their marriage etc. See if his views (and their views as a couple) are compatible with yours.
I can see why you are confused, and the whole poly process might be even more confusing. So do a lot of reading on this forum and elsewhere about poly, and feel free to post your thoughts and concerns!
CJ: legal husband and