It sounds like you are handling it well. But is also sounds like you just haven't had time to fully absorb what is happening.
I get warning bells when someone says they want to have sex with a more damaged person. But that may just be his way of saying he wants something different in a way that may be less likely to offend you.
I think for the first data of your spouse, the best thing is to keep busy and not dwell on what is happening. Have fun. Eat ice cream and watch a favorite movie. Or go out with friends and have a good time. It is natural to feel like you are on a roller coaster of emotions at first until you have dealt with some of the new issues that come up.
Make sure you can talk to him about how you feel. It is ok to say you are jealous and felt sad or whatever. The difference is that it does not mean he has to stop doing what he is doing so much as pay attention to what you are feeling. Sometimes, you just need to let the other person know what you feel.
I think it helps to try to be happy for him and try to focus on the positives.