Well, what's done is done. There's nothing you can do about the video he sent, that's a critical point you have to get over. Ask yourself, "Is this a forgivable offense". Everyone is different, some people this would be an immediately strike 3, others not so much. If this is not a forgivable offense by your standards, then tell him how you feel, and take it from there. Tell him that you're not comfortable with this, and you can't get past it. Leaving him for this is well within your right to do. Should you follow this route, I would also ask him to remove any explicit images and videos he may have of you. Now, if you deem this a forgivable offense, which I personally believe it to be, then you still need to sit him down and tell him that this was NOT okay. Everyone makes mistakes when they're drunk, I've been there, you've been there, we've all been there. But that isn't an excuse for something this rash. Tell him that you never want this to occur again, regardless of his inebriation. Now, you mentioned that you don't know how to feel. No one here can tell you how to feel. Go with your gut. Clearly this isn't great, right? I'd be pretty pissed off personally. Don't think you have to censor how you feel for his sake.

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TLDR; Sit him down, and lay down the law. Be very specific on how it made you feel, and regarding HOW you should feel, go with your gut. Don't censor your feelings!