Yes, I had sex long before I ever got married.
In the U.S. the vast majority of people have sex prior to marriage.
According to the Centers for Disease Control and Prevention, the average age Americans lose their virginities (defined here as vaginal sexual intercourse) is 17.1 for both men and women.
Nevertheless it's not unheard of for teens age 15 or younger to have done it. It's also important to note many of those who may not have had vaginal intercourse may have engaged in various other sexual acts with partners.
The average age of first marriage in the United States is 27 for women and 29 for men. Very few people are virgins in this age group.
The first time I got married I was 32.