36M married to 36F for over 10 years, gay gym friend?

We have been married just over 10 years, have 2 kids.

Today I was just chilling in the steamroom, and this guy opposite started chatting to me (about normal stuff) and then wanted to exchange digits to be a work out buddy. We are similar ages. He is fit and kind of good looking. He did say that he is gay. I ended up not giving my number as I felt it may be a bit too far.

But my issue is now, that I really want to talk to him more and actually be a gym buddy. He seemed like a very nice guy. I did not tell him that I am married, and feel confused that I did not want to tell him this!

I don't know how to tell this to my wife and I know she will freak out.

I have typed and retyped this post and it is a bit confusing. How do I deal with this?