First off, we've tried to establish how you feel about this issue, and we're grappling with the clues we have. Note that this is a forum that draws people from all over the world, and this is an issue where many cultures are heavily opinionated. So a big reservation that any response may be off the mark here, because we can't tell from your being "worried" whether you're worried about your son being bullied by peers, worried of what people will think, worried that you have somehow ruined him, worried that he won't have a pleasant afterlife or worried that you don't know how to be supportive enough. As you can imagine, we may have different input depending on which interpretation we choose.
Depending on what your feelings are, the question to me is not how you should express them, but whether you should. Putting all that aside, it's easier to say what you should express: support. Love and support. This is always the answer, when on the topic of your own children, but since coming out to you appears to have been so hard for your son (and that may be by no fault of yours, I don't know the details of your situation, coming out is hard) we can expect that love and support is paramount at this point.
If you want a theoretical framework as to why you should show support and only support, you may find ring theory to be of some use. It's emerged from managing grief and traumas, but from what I gather, it's applicable here too, as this is clearly a stressful experience for both you and your son.
It's a theory to help yourself know what to do in a crisis. If the crisis is happening to you, you're in the center of the ring. If the crisis is not happening to you, you're in one of the outer circles.
When you are talking to a person in a ring smaller than yours, someone closer to the center of the crisis, the goal is to help. Listening is often more helpful than talking. But if you're going to open your mouth, first ask yourself if what you are about to say is likely to provide comfort and support. if it isn't, don't say it. Don't, for example, give advice.
What's great about ring theory is that it gives you clear cut advice on how to approach your son, which is what you came here for, but it also acknowledges that you can be going through a hard time as well. There are tons of emotions surrounding homosexuality that are simply wrong and should not be tolerated, but it's not wrong in itself to consider this to be a big deal to you as a parent. It may well raise all kinds of new questions to you, depending on where you have been in the issue up until now. So points to you for turning to the Internet (outer ring from your perspective) to ask for support.
If you're asking for help on how you should feel and what you can do, I strongly recommend communities of parents who have been in the same situation. You can usually find groups on Facebook with names like "proud parents of ... " where you can discuss questions that you may have, without having to burden your son with it (center ring from your perspective). He should only feel your support, remember.
What you describe doesn't sound like an ideal outing, for your son. It seems that he was more or less outed against his will, and had nothing for it at this point. He may well feel he was right to have avoided coming out to you, and you probably have some work to do before he has any incentive to open up further to you, allowing you to make amends. I agree with anongoodnurse that if you're not ready to embrace him for who he is yet, it's usually wise not to bring it up at all, but it may also be that enough harm has been done already, and you need to at least repair that.
You could say something like, "Hey, I realize you must have thought about coming out to us a thousand times already, and I'm sorry it wasn't a better experience for you. I had no idea you felt this way, so I couldn't help being shocked, when the most important message should of course have been that your mum and I love you just as much no matter what. I'm ashamed it must not have come across that way, and for that I apologise."