I received a letter from jail and it wasn't from my fiancé,

It could be that your inmate either lost your letter or simply gave it to another inmate who took it upon themselves to write something dirty. Mail is sacred in prison and inmates always receive theirs unless your inmate is having their mail hijacked by another inmate. We can't give you a "for sure" answer on what's going on, but we are more suspicious of your fiance acting out against you (for whatever reason) and we'd look to him to see why he is acting this way.