Don't know if I should let it bother me.

So here it is ladies I'm recently engaged and well me and fiance have become so close these past few years. Recently I found out some thing that really bothered me I know we are adults and all, but him telling me that he had almost lost his virginity with another girl besides me really bothered me and made me upset.. Only because he lied about not being a virgin and then tells me he is makes me question that he wasn't as pure as he says he is. I'm a religious girl were I believe in only having one partner & for him being close to that and telling me what happened with all of that business it really bothered. Do you guys think I should just let it go?