I wouldn't care. Would be shocked but not in a BAD way and I wouldn't act shocked or anything to hurt his feelings. Honestly I would have loved if my fiance was and I was his first. And I truly wish I would have waited until I was sure I loved someone before I went that step but so is life. It's not a big deal at all.
As for being bad in bed as someone mentioned, if you get with someone that really cares about you, they can help tell you what they do or don't like and help that way. But don't get all scared about being horrible, relax and just go with it. Plus lots of women like when a guy asks he what she likes and wants