Help me out

hi guys, im new, look i have a big problem, long story cut as short as i can, i had alot of female friends, i always have, however when i started seeing my new gf one of my other friends became strange, she started texting me more and more and became very aggressive, now the messages started getting more aggressive, things like if you dont answer the phone i will turn up at our house and tell your gf your cheating on her, or that she would hurt me or my new girlfriend, i mean she was really threatening, i tried not answering, her texts or calls, and she became more agressive, more threatening, now becasue of this i was so very scared that she would hurt J my current gf, and i didnt tell J what was going on, J is pregnant by the way. the longer it went on the more desperate i became, i just didnt know what to do, i realise now i was being very controlled by this woman, i even went to see her to try and get her to leave us alone, NOW NOTHING HAPPENED BETWEEN US EVER. but J then found some texts, this was about 7 weeks ago, she now thinks i was cheating when i was trying to protect my relationship, and her and myself, from someone that i think is seriously disturbed, i told J everything about it but for obvious reasons she thinks im hiding something, when im not, i know i should have just told her what was happening from the begining, but i didnt i was terrified that this woman would break us up. now we are married, yes, J says she loves me, but ive destroyed a big part of what she felt for me, she is distant. i can understand why but i just dont know what to do, to try and make things better, ive got rid of my mobile, only one i have now is for work. i need someone to talk to about this. was i so wrong in trying to protect the woman i love from this woman, and was i so wrong in being afriad this woman would destroy what we have, even though she has anyway? I love j with all my heart, i would never cheat on her. tell me what you think, wether its good or bad. there are other things that happened , early i the relationship i found J had been sending naked pics and texts to other guys, she denied it, but i saw them, but i just dismissed that when she said nothing was going on. its a mess help me.