What he did may not have been illegal, yet. You don't know what he has in mind, and that probably is highly illegal.
I know it's flattering at 15 to be courted by a 19 year old, but that's how sexual predators work, it's part of the grooming process. Come to think of it, how do you know he's 19, he may be a 46 year old loner with a collection of firearms and an interest in snuff movies and taxidermy.
Tell the police, the worst that can happen if he's genuine is that he'll get a stern talking to by the police.
If you don't tell the police and he's not genuine the worst that could happen doesn't bear thinking of. The next 15 year old, (or 13 year old, or 12 year old,) he contacts may not be as sensible as you.