BOYFRIEND HELP

Alright so my boyfriend and I have been doing great. We met working a summer job together and then ended up going to the same college. We decided to join this youth group thing to get more friends. It was great I was having so much fun... until I saw his ex. I’ve never been the jealous type but I have never been so worried about another female in my life. He tells me not to worry and I do really trust him but idk my biggest fear is being cheated on (it’s happened before). Last night I even had a nightmare that he slept with his ex. Apparently that is common and basically means I’m insecure. IDKKK WHAT TO DO. Do I keep going to the fun youth group??? Do I tell him how I’m still worried and have nightmares? Do I suck it up and build up my confidence??? I need help😩😩