Not quite. You should connect the fan between the positive power supply pin and the Drain. Connect the Source to the Ground. Also, include a resistor (value not critical, say 10K or so) between the Gate and Source so that the gate capacitance will discharge when you remove the 3.3V. Finally, add a reverse biased diode (1N4001 etc.) across the fan to prevent inductive kickback from stressing the FET when you turn the fan off. Note that 3.3V won't be enough to fully turn on this device according the datasheet. See the curves on page 10 and later. If it is a very low power fan, it might be sufficient...