Confused

I’ve known my partner since 2005. We had sex for the first time on the 28th of December and it was amazing. We talk or text almost every day. I feel like I’m falling for him, but I’m not sure where this is going. I don’t know what to do. He is a great person and treats me with respect, I just don’t want to ruin what we had if we attempt a relationship and it doesn’t work. I’m almost scared to ask where this thing we are doing is going. I don’t feel like he doesn’t want to be with me, we just haven’t established what exactly we are. What should I do & how should I approach a conversation about this issue?