I think this would be a great conversation to have with your fiance. You worry what she will think, so why not ask what she thinks? The topic is just the tip of the iceberg as to what kind of men you both would want to raise sons to be, and being on the same page with these kinds of things is important to a marriage. It is easier to work through differences now while you both are still in the glow of discovery.
Overall, I agree with the others: it is OK for men to cry, but in my experience men try not to cry in front of other men. The problem is, a lot of difficult pain can build up inside if you spend too much time suppressing your natural reactions, and eventually all the suppressed emotion can come out in toxic and inappropriate actions. Better to know when you can safely break down and cry than assume and suppress.
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Mom to an amazing young adult AS son, plus an also amazing non-AS daughter. Most likely part of the "Broader Autism Phenotype" (some traits).