I'm on board with everyone here.
I know it may not be the advice you wanted, but we've all been slapped with some crazy shit, and we care, so we want you to be safe. We don't need you to end up as any portion of The Human Centipede O.o
I have a couple of more thoughts. You have not actually met him in person yet, right? Big Red Flag if someone is talking about marriage when they haven't even actually met you yet. I understand being smitten with someone online, and skyping, and all that, but to bring up the M word before meeting you is crazy.
If he won the lottery, and will get his money soon, why doesn't he come over here to visit you? If he has money, you guys could rent a place for a bit, and he could be on your turf. If it doesn't work out, then he leaves. You're in a more vulnerable situation when its the other way around.
I'm not judging, but it sounds like you're more interested in the idea of living there, than actually being in a relationship with this particular person long-term. Maybe the secondary gain of getting to live in a place you want to be is really the primary reason for going? Would you be considering this offer if he lived in Utah, the Sahara, Turkey, or Peru?
Just be completely honest with yourself, and be honest with him about where you are at mentally, and emotionally with all of this. If you do go over there, ask him to get you a place of your own so you can have some space, at least for a little bit. I don't know how long you planned on going, but it sounded like more than just a week.
These are all just thoughts, and not meant to be offensive. We appreciate you asking us for advice, and we wouldn't give it if we didn't give a crap.
If you go, and get into a Centipede situation, just make sure you're the front ;P