My fiance's children sleep in our bed and I don't want them to.
That's strange. Why don't you want them there?
I think it would make it uncomfortable for all of us since I'm not their real dad.
I think it is okay to not want to do things that will make you uncomfortable. I think you should let your fiance know how you are feeling about it so she can discuss it with her kids.
Maybe I should. I'll ask talk to her about it later.
Good, it is important for you to be comfortable in your own home and in your own bed. You should always try to talk things out with your partner so that you are both happy with how things are.