Threesome relationship and my jealousy?

So I am friends with this girl and this all started when I got to know her bf. We talked a lot on facebook, and sometimes we hung out but never did anything. Eventually our conversations turned sexual, and he brought up a threesome. Well, we talked about it for a while, but we did have it eventually once things worked out for everyone. After we had sex, he joked about my friend and I being "sister wives". In our conversations over the following days, he said that it was great being with both girls that he had feelings for at the same time, and he wanted to know if I had feelings for him too. I said I did, and now my friend is calling me her gf and she said to me, "how does it feel to have a bf and a gf at the same time". They want me to move in with them. However, my friend has told me that sometimes he goes to strip clubs, and a little part of me is bothered by that, even though it doesnt bother my friend. I told myself I wouldn't get jealous, but now I'm having all these weird feelings (i feel like I love him, but when he said to me "you're mine and no one else's :)" I couldn't help but feel he was being controlling when he said that (but he's not a controlling person), and I kinda feel like I want to cheat on him and make it so he finds out like I wanna purposely hurt him, but part of me feels a little rush of adrenaline and a little sadness when I think about it; and sometimes I feel like I want to have his baby.) He has said to me things like, "if it doesn't work out with _______ I still wanna be with you" He cheated on my friend once before, but he was truly sorry and she's not upset about it, and neither am I. He has a daughter from a previous relationship that he fought to get custody of (she's around 5 and he's 21 now). What are your thoughts on my situation and are my feelings normal? Why do you think I am feeling this way? (Sorry for this being soo long)