Getting close to an online friend; I presume that,
technically, she is a stranger? Or at least a virtual friend and
that's about it?
You are feeling
sad because he is getting close a girl OR that fact that he has
been chatting with a stranger girl?
Nevertheless, since you have knew about this, you may like to talk
about it with him? Not neccessary to trash things out and demand a
proper explaination, rather, to ease your suspicion and air things.
You may be sensitive, feeling threaten over the existence of the
relationship or you may found out something more about your Love...
nobody knows for sure.
Don't hide and cry... then pretend you have no knowledge of
anything. It will do you worse than to muster some courage to talk
about things sensibly. 
Cheers
