Brokenwife,
Firstly, Im so sorry that you have found yourself in such an emotionally painful situation.
Having read through this thread I was trying to think how I would feel and handle such news. I would definitely feel much like you but I would demand to know why my husband wanted to end our marriage. I would feel that he didn't get to just ask for a divorce and not give me the respect or courtesy to explain. You had a commitment, a contract of sorts which deserves an explanation to break. That's how I would feel FWIW.
Also, I would let HIM file for divorce if he is the one that wants it and ask for his time line. He came to you informing that he wants a divorce but wants you to initiate it? Do I have that correct?