I would see go and find some pre-marriage counselling. There are such things that exist, and a lot of people swear by it. You may come out of it thinking you can't marry this person - if that is the case, then don't get married. It may, on the other hand, help you a lot and allow you to get married with a clean conscience. Either way, the important thing is to actually put all the cards on the table now, feel free to chat frankly, honestly, and with grace, even if in that forgiveness a marriage is no longer possible. Talk it out, ideally with an impartial professional to help moderate.
As for what you conclude with, Christians are people. These things happen. If they didn't, the gospel would have no power, because in the end people wouldn't really be so depraved as to need saving. I don't say this to put your fiancee down in the least - in a lot of ways, her experience is probably FAR more common in Christian circles than we could ever expect. But the reality is that people can and do full short. What is important is if she is prepared to recognise sin as sin, and move on, and if you are prepared to accept your own sin as well as hers, and move on with her.