Yes, I role played marriage in a Text MuD a few years ago. It was fun and added to the role play for me. It can, however, be an issue depending upon your RL situation so if you are "attached", please inform and discuss the matter with your partner... especially if you expect it might become "intimate". I don't think it's worth ruining a relationship over unless you're ready to move on anyway.
Another matter to consider if the relationship might become intimate is the other person's age. You never know exactly how old the other player might be unless you already know them in RL. You wouldn't want to risk legal trouble for having some fun in a game only to find out the other person is a underage.