Marriage Advice Please

I know many will say "why were you going through his phone".. In my opinion, if you have a good relationship there will never be any secrets or things to hide from one another. My husband has always been weird about allowing me to ever touch his phone which is strange to begin with. We've had an incident before where he was talking to other girls in ways he shouldn't ever, especially being married! I only found out from going through his phone. Now I'm 17weeks pregnant and had a "feeling" he was doing it again. My instincts were right.. I looked through his phone again tonight (haven't done it in over 8 months) and not only were there texts but there were also nude pics of other woman. I don't know what to do.. I'm at a loss for words. I feel stupid for ever believing he could change. I feel like a terrible mother already because my daughters father is a piece of garbage! I ended up leaving our house while he's sleeping and went to a friends for the night. It's not as simple as just leaving him, there is much more to it than just "up and leaving", so please give me advice that I could really use. I would appreciate others own experience of something similar. Thank you