I think that the issue is probably not so much that you had sex with your ex in that bed, but that you had sex with your ex. I think lots of people go through this early on in a relationship, when you find out about their ex's. Granted, I think its normally girls that get more bothered and overthink things (generalisation!), but if he's not really had a relationship before, its kind of understandable (although he sounds like he's going a bit OTT!)
Its good that you're talking about it and that he feels he can talk about things like this with you. You just need to let him come to terms with it. Keep talking with him and reassuring him. He should start to feel better about it.
If not, tell him to man up, because otherwise its going to start ruining your relationship.
100s of personal statements examples here