Having someone in your life to help you reflect upon and explore your feelings will be really helpful for you.
You need a compassionate ear.
Talking through your contradictory feelings of joy, excitement, sadness, and fear with a trusted friend or family member will help you gain deeper insight into your emotions.
It feels safer, too: exploring difficult emotions is less frightening in the presence of an understanding listener.
Choosing the right person is key.
Select someone who is non-judgmental and patient, a person who can understand that you can be happy AND sad AND scared, all at the same time.
Your confidante's job is to help you explore your feelings and gain insight into why you might be feeling this way.
Their job is NOT to "solve" your problems, "fix" your feelings, or tell you that "you should be happy."
(If you hear that, move on to another friend and try to accept that some people can't handle the emotional complexity of this "happy" time of your life.")
Don't ask your fiance.
Your first instinct may be to have him play this role for you. But he may not be the most objective sounding board in this situation.
Your roller coaster-like emotions may unnerve and upset him, causing him to react (or worse, overreact) to your normal and natural -- yet unsettling -- feelings.
You don't want to keep secrets from him, but you may want to put off sharing your deepest, darkest, rawest thoughts until after you've processed them.
Saying something like, "Just in case you've been feeling my distance recently, I want to share what I've been going through. Don't worry: it has nothing to do with you or us or the wedding. I've just been feeling sad about growing up and leaving my family. Can I tell you more about it?"
This will keep the lines of communication open between you without threatening the relationship.
If you can't find a compassionate ear, seek out a therapist or mental-health worker. Listening -- without judging or fixing -- is what we're trained to do. It will be money well spent.
Your homework: Identify the Compassionate Ears in your life, and make a date to see one of them. Get a real conversation going between you about what's REALLY going on for you. You'll be amazed how unburdened you feel after just one cup of coffee or glass of wine together.