If your fiance feels that marriage means monogamy, it might be a conversation worth really focusing on sooner rather than later. Especially if being open is something you're genuinely interested in and if you think you'll always regret not trying. Marriage means different things to different people these days, and you don't want to step on your love's toes if it's something sacred to him.
A lot of people will tell you that marriage = monogamy and that if you're not willing to be monogamous, than it's not for you. Obviously, you'll meet a lot of people here that don't share that sentiment, and I think it's really up to you to decide if that's your definition of marriage. On the topic of wanting to be with other people meaning that you are over-sexed: bullshit. What does over-sexed mean, anyway? And as for it not being "normal" and "acceptable": for who? Clearly, it's normal and acceptable for those who participate in them, and even in some communities abroad which acknowledge men having "mistresses" outside their marriage.