I know exactly how you feel, since I was a virgin when I was married, and my wife was not. Like your fiancée, my wife had become a new creation, but the pain of knowing her past was still hard to work through.
Even now, about three years after Crystalina told me about her past, the pain is still not entirely gone. I will say that the situation is much better, and I do think about it much less. But I clearly remember the day she told me. I had only dated virgins my entire life, and I simply did not know how to cope with the idea that I might not marry one.
It was the cause of several struggles. For one, there was the pit that I would feel at the thought of her being that intimate with some stranger I'll never meet. Then there was the resentment towards the other guys, or the fear of resenting her. Then, there was the let-down of having waited that long to give myself entirely to someone, and wanting her to share the experience of the wedding night as totally unique. As you know, it's all a lot for anyone to handle. I had to come to the point where I accepted that chaste love in marriage would be a first for her. Besides, I had plenty of baggage, too, like all the porn I had seen as a teen.
Mother Teresa told us that in order for love to be real, it must hurt. It must empty us of self. So, I encourage you to look at the crucifix, which is the ultimate sign of love. Only through it did Christ reach the joy of the resurrection. In the same way, Pope John Paul II tells us that when it comes to relationships:
"We love the person complete with all his or her virtues and faults, and up to a point, independently of those virtues and in spite of those faults. The strength of such a love emerges most clearly when the beloved person stumbles, when his or her weaknesses or even sins come into the open. One who truly loves does not then withdraw his love, but loves all the more, loves in full consciousness of the other's shortcomings and faults, and without in the least approving of them."[1]
For me, peace came with acceptance. It is then that we realize that forgiveness is not a feeling, but a decision. Sure, the pain will not go away overnight. For me, the thoughts and pains have come and gone for years. But each time they arise, I stop and pray for her healing, and for the conversion of the guys she was with. I know that when we unleash the power of redemptive suffering that God can use it for great good.
A guy once emailed me, who was in your situation, and he shared with me how he felt somewhat “gipped.” I can understand why he would feel that. However, we need to remember that we have not saved ourselves for the sake of getting, but for giving. So much of authentic love is simply about giving and not seeking something in return. If you become her husband, you will not receive the gift of her virginity. But you will receive something greater: the gift of herself. It would be sad to lose the gift of a person in pursuit of the gift of virginity. In fact, I know of one such couple who was nearing engagement, but ended up breaking off the relationship because the guy could not accept the girls past. It was really tragic, because he could not see that in failing to accept her past, he was forfeiting a beautiful future.
In the meantime, I would recommend that you talk to a good priest, to receive his input as you prepare to receive and become this great sacrament of marriage.
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[1]. Karol Wojtyla (Pope John Paul II), Love and Responsibility (San Francisco: Ignatius Press, 1993), 135.