It's completely understandable to feel a bit stressed and guilty at a time like this. It shows that you care about your current job and the relationships you've built there. As for telling your boss, honesty and professionalism are the keys. Request a private, in-person meeting when you're both calm and focused. Express your gratitude for the opportunities you've been given, explain that you've accepted another offer, explain your reasons without negativity towards your current job, and offer to help with the transition process.