Hugs, LabRat.

It's ok to talk with him about it.
Whether or not you should talk about it depends on whether you think it will be ultimately helpful to you, and it sounds like there are some feelings that you could use some help processing.

My advice about talking about sex comes from a different experience, so I'm no help with the specifics, but I do know this: Talking about awkward stuff is one of those things that gets easier with practice. You can preface it by saying exactly what you need from him: "I need you to listen without reacting; I want to tell you this and I need support; I want to get advice about..." If you're clear going in what you need (and from your post, it sounds like you've thought about this conversation carefully) then the two of you can hone in faster and more precisely on the issues you want to address.