My fiance broke it off, said I needed to change a few things

I agree with one poster--there are things we shouldn't change of course--but love is compromise--is she telling you to listen more? If you love her, is that so much to ask? It depends on what she is asking for--because the reality is, when we love someone there are certain things we will have to do to adjust to that persons--that is the give and take of love.

But if she has stated she doesn't love you, then the cause is already lost.

You should never have to feel like you need to change for anyone. I know you love her but if she can't accept you and love you for who you are and everything you are you deserve better than her anyway. you shouldn't have to be someone you aren't just to win her back.

What kinds of things is she talking about? If she wants you to be more helpful around the house, more affectionate and attentive and/or start working out to get more healthy - those types of things you should definitely go ahead and change. Those types of things are ways to improve your relationship, not necessarily change you, or ways to keep you healthy so you'll live longer. But, if she's asking you to change big things that don't feel right to you then you're relationship is likely doomed anyway. You shouldn't need to be someone you're not in order to stay with her - that's not love.

If the change isn't for you, the relationship won't be right.

What you need to do is sit down and talk with her and figure out what is really going on. I'd bet money that even if you changed those minor things she still isn't going to want to be with you because it's something deeper. Minor things don't stop love. Maybe it's a trust thing, for example, if she asks you to stop going out with your guy friends as much that might mean she thinks your guy friends would encourage you to cheat and she worries you just might.
You shouldn't change just because she says "change." Sit down and have a heart to heart, and if in the end, it really is just petty things that you can do and she'd be happy again, then it's your choice of whether the relationship is worth changing for. That's entirely a judgment call on you.