I can empathize. I just made the plunge and contacted a counselor about my dysphoria. Never in my life have I talked about this with anyone. Not even my fiance, who I love dearly knows. She will accept me for who I am but I am just so afraid to change things.
Good for you to reach out to a therapist. I'm almost 61 and spent many years in therapy for my depression but was so ashamed about what I know now are my transgender feelings that I didn't admit them. Somehow I thought that I could keep the depression and my feminine envies and desires separate. Now I know differently, that's for sure!
I do have another piece of advice. Since you mentioned your fiance I am hopeful that you will tell her all that you know about yourself before getting married. I tried to do this, and told my fiance (later, my wife) that I liked to crossdress occasionally. She reacted so negatively and insisted that I throw it all away and that this issue would never come up again. At the time I honestly felt I could make that promise but of course I was unable to maintain it. At least, as we were married for 20+ years, I knew that I had made my best try to tell her what I knew (which was precious little in 1995).
Your fear is very understandable on all sorts of levels. Ever since I was a child I was so ashamed of my feelings. I told no one out of utter fear of rejection. Now that I've done so much work with my therapist over the last 3 years I've told (as of today) 27 people (friends, family, professionals, business acquantences)! But I remain fearful as I take steps to push myself further in my explorations.
I came across this yesterday that may help, at least a little: https://zenhabits.net/fear-mastery/