If your son says he's gay, then you should believe that. Due to his upbringing he's probably tried to fit in by dating girls, but realized he can't live a lie. I encourage you to take some deep breaths and use the link that bb2023 left. Your son being gay doesn't make you a failure as a mother - accepting his orientation does make you more successful as a mother. I understand its unexpected but eventually it will get better.
I grew up Catholic and my now deceased brother was gay. He never told my mother and I know he struggled with that. I understand as a mother we have a vision / ideas of how we hope our children will end up as adults - like getting married and having kids etc. Its very hard for a son or daughter to be honest with parents and siblings.
He's still the same son and brother - who he chooses to love has no baring on that. I don't want to be mean here - but on your death bed none of this will matter, but how you choose to react will have an impact on the future relationship with your son. Don't let religion tell you how to react to your flesh and blood.

Best of luck.