Framing an appliance opening in a load bearing wall?
I see no problem with recessing this into the wall and if it gives you more fridge for the space, do it.

Things to think about:


Just overdo it.  Buy a 2x12 from big box, cut it into the three pieces you need, put two jack studs on each side and a king, 3 cripples on top.  
I would try to keep the drywall on the other side
If you have electrical you should put it in armor to protect it.
If you have a water line, I would protect it up the wall to a point - lots of ways to do this.
Make sure your fridge will lay flat.  Since you are taking out a bottom plate, thinking that will be lower than floor.  You will have to fill this in with flooring or some other stable material that will not move when pushing fridge in our out.