It's understandable that you feel guilty about fantasizing about somebody else. But look, your not the only one who does it. It's actually quite common. If it's causing you this much anxiety, then just try not to do it anymore. Try to forget about it. You love your girlfriend and would never cheat on her. It's best not to worry your girlfriend with something that didnt ACTUALLY happen and WONT happen.

Plus, just the fact that you feel bad about even THINKING about another girl shows that you genuinely care. I think you'll be fine.