Made the right choice?

My husband and I have been having some frequent arguments lately. For about 6 month and we decided to start marriage counseling. We've gone to one session and I've been going to weekly sessions alone. 
Since we were married 3 years ago (together for 8) he's said he wanted a divorce twice and gave me his ring one of those times and walked out each time. Yesterday morning we got into an argument, nothing crazy. During this he told me he wanted a divorce and was serious. We were planning to go to a picnic and I ended up staying home and he went with kids and I have him space. He came back at 7 still mad. I asked if we could talk, he said there wasn't anything to talk about and that he was leaving the next day. I begged him to stay and talk to me and he left and went to his dad's. Came back at 10 and woke me up to tell me he didn't mean it and it was like a 180 to what he was feeling.  At this point I had cried (like everytime he has threatened divorce and walked out and left before we resolved it) for over an hour and had made peace with what was happening and decided not to fight it. I also had a horrible headache. 
He's begging me to not do this. I told him to go. I don't think it's fair that he keep threatening to divorce me and then change his mind an hour later like that. After he gets to leave and calm down and leave me with the 
kids crying? It's me fair for the kids to be around that either! 
I told him to go stay with his parents. Idk what's going to come of this. But I need to set boundaries with him. Any advice?? 
Edit:  I am in no way blaming the actual argument on him, his response to it is what is my issue. Also, I explained that marriage counseling also takes work and it takes more than one session and he stated that he didn't see a change and it won't work.