What you're feeling is called infatuation. Or limerance. It feels wonderful, doesn't it! It's a trick of hormones and adrenaline.
Taking things slow doesn't mean that you can't enjoy these wonderful feelings. Just make sure you recognise these feelings for what they are and don't confuse them for love. Sure, agree to be boyfriend and girlfriend and be monogamous with him - but don't make long term promises until the infatuation dies down and the actual love kicks in.
Thing is, this infatuation puts a pair of rose coloured glasses on us and prevents us from truly seeing the person we're dating in all their faulty glory. This stage will last about 6-8 months and after that, you'll gain more clarity. And when you've got clarity of who he is and still feel strongly, then we're talking love.
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Oh, and comparing to exes is really normal too. I remember meeting my husband and being wowed at how much fun my life was with him compared to the life I had with my ex. It's no different to comparing jobs or classes or anything else in life. Reflection is how we learn what suits us in life.
Never regret anything that has happened in your life. It cannot be changed, forgotten or undone. So, take it as a lesson learned and move on.