Can't gather from your post if the threesome happened while you were together or not. If not, leave it be. I don't think there's anyone who doesn't have something in their past, sexual or otherwise, that they'd want shared, even with the person they love the most. I'd be more concerned about the relationship she had while she was with you/not with you. And, if the threesome happened while you were together, get out. You could confront her again and say you know it's true etc. But, in the end you really don't know, and she'll likely deny it anyway regardless of the truth of it. What matters is your doubts and the effect they're going to have on you and the relationship. If you can't put them to rest, there's probably a reason and you need to get out before you get seriously hurt.
I have a tendency to be sappy too. When you become not sappy you basically get two responses: either it's holy ****, I didn't know he had a spine; or go **** yourself, how dare you grow a spine now after all this time? The results of the former can go either way. The latter are always disastrous. I can't count the girlfriends I've lost because me being me, I generally don't give a **** or stress about much. Go out with you friends? Have fun. Have friends who are guys? Cool deal. Need some support? Got it, etc. Then when the time comes to put my foot down about something it's a surprise to her. That ended my last relationship and that wasn't easy at all.
But, back to you, you need to shut this down now, either way. The best advice is don't let it linger, those doubts will eat at you and if you find out in some way that they are true after you're married, it's going to hurt worse. But, like I said also if the threesome happened before your relationship, suck it up and deal with it, or be prepared to have anything in your own history you might be ashamed of laid bare in front of her.