Praise be to Allah, the Lord of the Worlds; and may His blessings and peace be upon our Prophet Muhammad and upon all his Family and Companions.
The relation you established with this man is unlawful and it is a Satan whisper. His claim to kill himself, if you do not marry him, is a clear evidence of his bad character, stupidity and little piety. It is also a proof that he is a liar and a deceiver. Love through Internet has never had such impact.
Now, you should repent to Allah from this illicit relation. You should feel deeply sorry for having indulged in such a relation.
Finally, have a firm resolution never to make such a relation in the future.
For more details, please read Fatwa: 84932 and 82217. Allah knows best.