I honestly have no idea how to handle it, but my first thought was seeing what you can do about getting student loans from a bank. I know some of them do graduatePLUS loans. I have no idea what the requirements are or anything, they may also require a university with a FAFSA code. But it never hurts to call and find out. I'd still wait to get that response e-mail before you make any decisions, though.
As for everything else, you'll need whatever documents are listed on your visa letter such as transcripts, diplomas, references, test scores, etc. Mine only has my transcripts and bachelor's degree listed. I may end up including more just because I always end up doing too much just to make sure I don't do too little.
Then of course there's the photos and the passport which is the easy part.
I'm not really sure about the finer points of accommodation as far as Tier 4 goes. I'm living in university housing and will include my accommodation application and contract to prove that. If you'll be staying with your fiancee it might be a similar situation to the fiancee and spouse visas. Maybe ask about that in your student visa thread in the visa section.
Sorry I can't really be of anymore help! But don't give up when you've only just started.