my fiance has a will and he has me in it, we are going to get married and he called his lawyer and ask if he needs to change his will

Whether your fiance needs to change his Will after you and he marry depends on whether the Will was written in contemplation of that event. That means, if the Will says something to the effect of "This Will is made in contemplation of my future marriage to X, and shall not be revoked or otherwise affected by any such event," he should be fine and the Will should remain in effect as is after the marriage. If the Will does not contain any such language, however, then it would be safer for him to execute a new one that contains that language or, if executed after the marriage, makes it clear that you and he are already married at the time the new Will was signed.