As everyone has said, you shouldn't have sex if you're not ready, even if your fiance is pressuring you. Frankly, he wouldn't be my fiance anymore if he were pressuring me into doing something I'm not ready for. If he doesn't care about your feelings and is only about his satisfaction, you really should consider if you want to spend the rest of your life with him. Divorces can get messy, so it's better to really think hard before you agree to marriage.

I'm only 5'0" and was about 100 lbs. the first time I had sex. Yes, it hurt, possibly because I wasn't lubricated enough. Dr. Ruth, in one of her books or on her former TV show said that it's less likely to hurt if you're very aroused and lubricated. The hymen breaks often does hurt, but the pain will not last long, especially if the guy is gentle. There's nothing wrong with you; it's normal to be afraid the first time. Lots of girls are, and so was I. But you'll regret it if you do it before you're ready, and hold a lot of resentment against your partner, and possibly yourself.