I almost married a guy like this. He was bothered by the fact that I'd been with someone before him. Like, would start crying and saying "I wish you'd waited for me." Despite the fact that I never apologized for having a life before we met, and told him it was his problem, not mine, he blamed me. He started becoming controlling. He had to see me every day. Even if I was at my friend's house, he would stop by and insist on being with me. He didn't want me to go out dancing with a group of my friends without him, but he didn't want to go either (he'd been invited.) He wanted me to stay home with him. He said he was worried I'd get drunk and get carried away on the dance floor (essentially calling me a whore) when he had no reason to think that way. He told me if I loved him, I would consider his feelings and stay home. If I went, I was being selfish and why didn't I love him?
He hated when I mentioned even boys I'd dated in high school, when nothing ever happened with them. He got mad when I made sexual jokes with my friend, even though it was ok for him to do it. He'd cry and ask me why I didn't love him every time we fought or I didn't validate his paranoia. Right before he bought a ring, I broke it off. I just couldn't keep being punished for not being his perfect little virginal dream girl. I was who I was, my past had made me who I was, and if that wasn't good enough for him, it wasn't going to be my problem.
Go to counseling, yes if you think it will help, but please postpone the wedding. Do not tolerate him tearing you down because you love him. He is not acting like he loves you. Love means accepting a person, even if some things annoy you. It's one thing to hate that your SO bites their fingernails or says "like" too often, it's another to forbid them from ever mentioning their lives before they met you. Do not marry him until he can stop treating you like you've done something wrong for having a life before you met. If he can't, please, please do not marry him. You have nothing to apologize for, why would you sign up for a lifetime of being punished?