Congratulations! How exciting for you. I'm not sure I can offer any good advice regarding your fiance and the kids... it would have been nice if he brought it up before. But being worried isn't necessarily a bad thing: It's reasonable. But you two need to talk about how you're going to merge these families. I don't know how young they are, but of course kids process things differently than adults do: They may have a hard time coming to terms with the relationship between you too. This could be a lot for them to deal with -- but that doesn't mean having a child together is a bad idea! I can only recommend talking honestly and openly with each other, and with the kids. Hopefully others have more experience with this...
You should call your doctor sooner rather than later. My doctor didn't see me until 3 months in, but had me come in right away for a test to confirm the pregnancy, and to give me some nutritional info and get me started on prenatal vitamins. But for most women I know, their doctors want to see them right away. It can't hurt!
As for your boss: I'd wait at least until you're 3 months in. I waited until 4: I wanted to tell him before I was showing and people were raising eyebrows, but couldn't think of a good reason it was any of his business before then. Although if this is your second child, you'll probably start showing earlier. Are there other women in your workplace you can talk to, to get an idea of how your boss handles these issues? My boss has a good track record, so I was very comfortable discussing it with him. But there are tons of nightmare stories about evil -- or sometimes hopelessly ignorant -- bosses. As good as mine is, he was still dumbfounded to learn that I planned to take more than four weeks of maternity leave. And before you tell your boss, be sure to know your legal rights regarding pay while on maternity leave, and, very importantly, job protection both before and after your leave.
As for telling others: I confided in close family and friends, but let most of my co-workers just figure it out on their own. If you need to be wary of alerting your boss, then be careful not to let the workplace gossip know too early. At my office, once she found out it spread like wildfire.
And don't worry about wondering if you're ready: I wonder every single day, and we've been working up to this for 10 years now. When you really think about it, there's never a good time to have kids. You could always use a bigger place to live, more cash, a better support network... but you don't need much more than a whole lot of love and patience. Or so I hope... Good luck, and enjoy!