Second cousin fiance

I recently found out my fiancé is my second cousin. Do you think that’s wrong and we need to break things off ? We really don’t want to but everyone is saying we need to (my family) opinions?

Edit::

Hi guys, we have been together for a long while, my fiancé doesn’t know his biological father so doesn’t really know that side of his family which is I guess my side (I don’t really know my grandpas side of the family) so we kept hearing that our families knew eachother but everyone kept confirming we weren’t related and really none of our family is really family, just genetically. His biological father is my grandpa’s cousin, so his grandma is my great grandma’s sister. In my state it is legal to marry your second cousin and I’ve read every where that it isn’t wrong just the higher chances of messed up genes. Also this does make him my second cousin right? My fiancé is my mother’s second cousin because his dad is my moms dads cousin