My fiance's father kissed me and I don't want to tell him, what do you think about that?
Why don't you want to tell him that his dad kissed you?
I don't want to hurt him
I can see how that would be a hurtful thing for him to know, but you shouldn't keep it from him. I'm sure he would want to know that his dad was being inappropriate with you. Keeping it from him might damage your relationship.
I'll just keep it to myself.
You may think that you're helping your partner by keeping this from him, but at the end of the day a lie is a very serious way to kill a relationship. If you're ever caught not telling him then you could lose him, not only that but you're going to feel very guilty and feel extremely awkward any time his dad is around.