It is painful… and no one really knows where the conversation will head, or if the relathionship will last… it is an open question? I am also struggling through this with my wife.
In college, I had some lingerie that I would wear in my apartment for stimulation. After several weeks of dating, my girlfriend (now wife) found the lingerie and had some explaining to do… at the time, I thought it was a fetish / arousal thing. I buried what (I now realize) were my true feelings and my true self. Fifteen years later, this self got revealed to my beloved (by accident… she saw an order for some clothing in my Amazon account). For the past six months or so, we have been struggling with it. Counseling has helped me come to terms with my identity, but my wife has doubts about what she can accept… it is tearing us apart.
So, as the saying goes, to make a long story short (too late), I think you did the right thing in revealing this side of yourself to your fiance. Lies will only make things SIGNIFICANTLY worse. I have trust issues that still cloud my judgment and my conversations with my wife.
I highly recommend that both of you get professional help as talking to each other may be unproductive and end in crushed souls too often than not… I am NOT advocating hiding anything from her, but counseling can help everyone work through their feelings so when those conversations happen, you and your fiance are coming to it with some perspective.