When your gut AND your head agree and say "yikes", you might want to listen.
You seem young. If this were me, I would simply tell him I was a getting a bit freaked out by the intensity of his messages after such a short time. His answer will tell you what you need to know. Tho the fact he was so dismissive of your initial, if indirect, concern about this would make me worried he's a bit nuts. Someone more balanced would have backed off after your comment.
Second thoughts can generally be amended with judicious action; injudicious actions can seldom be recovered with second thoughts.
--Cyteen by C.J.Cherryh