All perfect praise be to Allaah, The Lord of the Worlds. I testify that there is none worthy of worship except Allaah, and that Muhammad is His slave and Messenger.
First of all, you should know, dear sister, that it is not permissible in Islam for a woman to have an affectionate relationship with a non-Mahram man as we clarified in Fatwa 81356. Willing to marry is not a sound reason for establishing such a relationship. Whoever wants to marry, he should take the proper procedures, like proposing to the woman through her guardian and so forth, so both of you are obliged to repent.
On the other hand, there is nothing wrong for a woman to marry someone who has another wife. Indeed many pious women married many pious men who were already married to one or more than one wife; what is important is that the man should be religious and he should have a good moral conduct, and he should have good marital relations with his wives and fulfill the rights of each one of them. Therefore, if you wish to marry this man, then this is permissible, and there is no injustice to his first wife in your marrying him, but if you decide not to marry him, then you may not marry him.
As regards him not informing you at the beginning that he was already married a previous wife, then this is not a sin as he is not religiously obliged to inform you about this. However, if he did so, it might have been better.
Allaah Knows best.