I would be annoyed as all heck that someone checked my messages without my permission. That stated, you said it was a friend. Perhaps it was a prank? Maybe they're talking about some lame thing, like a new grill or something.

The mistrust seems to be about you. Figure out what's going on with you before you go accusing your fiance of cheating. If I was on the receiving end of that accusation, knowing you're snooping and looking for evidence, I would say you don't trust me enough and I would break up with you. Not what you want you want to hear, I'm sure. But seriously, get a grip before you screw everything up.