When you get married, your filing status will change from Single (usually) to Married Filing Jointly. This filing status change will take effect in the year you get married, so even a wedding in December can impact your taxes for the entire year.
In some cases, effective tax rates are higher for married couples than for two otherwise identical single taxpayers. For a given marginal income tax rate (i.e. 10%, 15%, etc) this is usually a function of the MFJ income brackets covering less than double the bracket widths of those for filing Single.
This situation creates a higher tax liability for married couples and is referred to as the marriage penalty. It can be observed in both federal and state taxation. Before a life event occurs, consult your tax accountant as early as possible. Ask for help to evaluate if and how your tax liability will change due to the change in filing status, and whether you need to increase your income tax withholding or estimated payments to cover your tax liability.