How should I comment to my boss be angry over my transferring?

I started a government job about 7 months ago-and my supervisor before I started would call and email me about how he couldn't wait for me to start because he needed someone asap to "whip his office in to shape" i was so ready for the challenge. So when I started I noticed that he was a total slob and his organizational skills were a method to his own madness. I would try to organize his files and he would not give in to any of my suggestions. On top off all of that he didn't train me. Everything was verbal-no memos, emails nothing! He had someone that helped him out when he didn't have an istant-she had worked for him for eons under another position. She would come in on her lunch break for about 20 mins.maybe one or twice a week.She would to try and show he the ins and outs of the office. That didn't help much because she really couldn't comment to much time in training me. He is not a very professional person. He talks downs to me when ever I make a mistake, and compares me to other istants. I wouldn't know how to react on a daily bases, his mood swings are murder. Its like dealing with someone who has constant PMS or Bipolar disorder. I finally got feed up and started searching for other jobs with other companies, but I lucked up and found that another supervisor was looking for someone to be her itant, so I jumped at the chance. I applied for it, interviewed and got it! Well he has been on vacation for 2 weeks and has no idea. He will return on tomorrow, and his boss told me not to say anything and that he will tell him on Tuesday. I know hes gonna be very angry but honeslt since ive started I had to be put on high blood pressure meds and antidepressants. He has a way of giving himself this pitty party-"O why me,I haven't done anything wrong." If he askes me why Im leaving should I be truthful or just bit my tongue. What would you do????????