You're likely feeling a bit shocked - after all, this is unlikely to be something you expected when you entered the relationship. Your boyfriend was probably wracked with fear when you first found out, and it's likely he didn't tell you himself because he feared that you wouldn't accept his crossdressing. He may be both nervous and eager to share more details with you. Don't let him go faster than you feel comfortable with. After all, he has been dealing with this for years and you only just found out.
You shouldn't fear that you're in this alone - It is surprisingly common for men to crossdress, at least occasionally. Some estimates say that roughly 5% of men are transgendered. There are many organizations that help wives and girlfriends, I recommend Tri Ess as a great place to start. http://www.tri-ess.org/brdapprvdresrc.html#sosupport They offer a supportive environment in which you can share your situation with other woman who are going through the same thing.
It could also be that you're thinking about this a bit too much - if you have fun together when he's crossdressing, go with it. Don't feel like you need to conform to an outdated set of societal norms!
A great resource is a book written by Peggy Rudd called 'My Husband Wears My Clothes'. I've included a link below. This book was written by a woman who's husband is a crossdresser. Peggy provides insight, comfort and support for any woman who finds out that her beloved is a crosdresser.