How do I tell my boyfriend that I miscarried a baby I didn’t know I was pregnant with?

I'm sorry for your loss. Talking from my experience, my suggestion is to make him a nice dinner and then tell him. I don't think just telling him straightforwardly may a bit tough for him to hear. But when it comes to a dinner you can try to tell him the news. So if he's upset s nice dinner would soften the blow.