It is too early on to be disclosing to him a whole lot of information. The past is in the past. What you did and how you feel about it are really not his burden. If the two of you decided to be intimate early on, that is the decision that was mutually acted upon.
Try to focus on the present, learn more about one another. Do not think about your past disappointments from other relationships because you may sabotage this relationship. Give it a chance and see where things go in the next several months.
If he is giving you advice you do not like, simply ask him to stop doing it for the time being, and let him know you appreciate his effort and that if you want to consult with him on his opinion, you'd do so.