Is We went to the park I played on the swings a sentence fragment?

Well, isn't that just a happy little sentence fragment you've got there! Remember, a complete sentence needs a subject and a verb. In this case, "We went to the park" is a complete sentence, but "I played on the swings" is also a complete sentence. So when you put them together without proper punctuation, you end up with a sentence fragment. Just add a comma or a conjunction like "and" to join them together, and you'll have a complete thought!