I assume you mean a fuse on the input side. That given, the fuse needs to be larger than
860 (watts) / 120v (your input volts) which gives 7.2 Amps. Most power supplies take more current at switch on ( known as inrush current) and also you do not want the fuse to blow regularly. I would fit an 8 Amp Slo-blow fuse (if you can get them) or a 10 normal fuse.
A Slo-Blow fuse will not blow for several seconds at start up even if the current is several times the rating but will blow in several minutes if current is taken at the rated current. Similar to a thermal trip which you mich also like to check out.
I hope this helps