Based on the context of the sentence, we can infer that he was not "disappointed". Also, incredulous means "unwilling or unable to believe something", so 'disappointed' is not a good synonym.
Amazed is close, and would make some sense, but it may be too strong of a word given the situation, and is also a word who's meaning is a bit further from incredulous than one other option.
Unsure is another good option, but does not capture the meaning of incredulous quite as well as "skeptical".
Skeptical means having doubt about something, which is similar to the definition of incredulous, and also makes the most sense given the sentence. He was skeptical (doubtful or not believing) that he had held his breath for two minutes, and then he was proud of what he'd accomplished once he realized it to be true.
