I think you absolutely do need to tell her something about it but I think the key may be to tailor your approach to what she will be able to reconcile and be okay with. You probably want to tell her EVERYTHING and ultimately I hope you can, but to start with, that may overwhelm and freak her out, so give her a bread crumb and not the whole loaf. Something little that won't be a big deal. Let her get used to that and then down the road, reveal another little tidbit.
Examples: The next time the topic comes up and she asks if you like big girls, ask her what is 'a big girl' to her. Her definition and your definition may be completely different.
You could say something like 'Well, I have seen some very beautiful big girls" or "Beauty comes in all shapes and sizes" which may sound cliche so hopefully you could say it in a way that she would know you are being sincere.
Perhaps later on, or if the topic of food comes up, or maybe she's commenting on how much she enjoyed something, you could tell her it's great she enjoys food, some girls obsess and diet all the time and it's really annoying. Or, how sad it is that some people miss out on all the good food they could enjoy because they are obsessed with being skinny. This will probably prompt a "what if I get fat" question so be ready. You could say "then we'll get you some new clothes" (Note "NEW clothes" not "bigger clothes"
or just say, "then we'll go shopping!" You could also say "Well, food is enjoyable and fun, so I'd just view it as a sign your happy" or "Its a well known fact that most women gain weight when they get married, and I'm okay with that, it just means your happy" - getting her to mentally connect increased weight to happiness, instead of something bad, would be good.
Hopefully that gives you something to think on. Keep us all posted and if you need suggestions, I'm sure we can come up with many but only you know your girl. It's not only about what you want to tell, but also how much CAN she hear without being weirded out. Unless she's really ready and okay with hearing the whole thing, I'd take it slow, one step at a time. Besides, girls generally like a little mystery... She might have fun thinking she's sneakily drawing this little secret out of you....