There is safety in consentual kink. You trust your fiancé enough to engage in these things.
Consider the impact on the rest of your life. If you can't get any work done because you HAVE to go have kinky sex, then it might be a problem. Otherwise, keep talking to your fiancé about what you want and what you don't want, and as long as he respects your boundaries it my not be a problem at all.
You might find a community like fetlife or something local give you some perspective. It did for me, (even though I didn't really participate I just observed fetlife taught me all the crazy things people think are sexy and made me feel more normal)
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