Is it ok to ask my fiance about his past relationships and why do I feel this way?

Out of curiousity I ask my fiance alot of questions about his past relationships… At the beginning he lied alot about what he did, and who he dated… but later on he explained it wasnt true because he’s never bothered to correct anyone, becuase they assume what kind of person he is, so he use to always pretend to be some one he’s not…. but after hearing the ‘truth’ 4 or 5 times, I still feel like there’s more to it. I know he loves me… we do alot for eachother and I appreciate and love him.
He know’s I get a little crazy if he goes out to a club with his friends… for example, I want him to just have fun… despite how i feel, and sometimes its hard for me to just feel ok when he goes out… I tried to urged him or just let him know he should really go to hard kandy for his friends 21st but I couldnt even get through the night with out having a panic attack because of my stupid imagination…. but he surprised me and came over when it finish at 7am just to make me feel better, and that was really sweet… I want to understand why I feel like that, and what I can do to make him feel like he doesnt have to worry about me. I want to stop feeling so curious about his past relationships….. I want to stop feeling hurt or anxiety when I think about is past at all… I want to understand why I even feel this way.. If any one could explain it to me and what I can do I’d appreciate it so much :)