I want to initiate sex with my fiance but have self esteem issues, how can I get over theses?

Self Esteem. Try to uncover the reasons you have come to doubt yourself and your ability to be intimate. Consult a mental health professional to help you understand your anxiety when close to your fiancé and help you develop the calm to approach intimacy without undue anxiety. Read the free articles on stress, anxiety and performance on the soundmindz.Org website. Best.
What are the issues? Solutions start with clear understanding of the issues. Have you ever talked to anyone about your self esteem issues? Maybe it would help to do so, but choose carefully who you talk to. Just writing things down in a private journal can help a great deal. Talking to a professional counselor can also be a good start. Maybe then you can talk to your fiance productively. It's not as scary as you think.