Hi. I am a cross dresser who has come out to his wife. She was very shocked at first, but over time she has become more relaxed when she realised that it was only the dressing that interested me.
Men cross dress for all sorts of reasons, the principle one in my life being to de-stress and feel comfortable.
Coming out to you will be a great stress lifted from him and displays that he loves you and has true confidence in you. Yes, your emotions will be all over the place at this time, but please give yourself and him time to adjust to this new situation and permit time to openly discuss this new situation.