Husband Cheating

I just found out that my husband has been cheating on me with a coworker.. I honestly don't even know what to do. I feel like I shouldn't have been looking at his phone, but we agreed never to keep anything from each other. We also agreed that when we got married, neither of us would make new friends with the opposite sex. I won't see him til tonight, but I don't even know how to approach him. There are so many messages.. Cute nicknames, flirting, winky faces, talking about wanting to hold her and be alone in her room... I don't know what to do. We have been married for 3 months now and I'm almost 29 weeks pregnant with our little girl. We are both Christians and my heart is breaking about what to do. Please.. Someone help me. 😥😢😓