Some marriage candidates you have to do favors for first. In Lydia's case, you have to complete Dragon's Rising.
Lydia don't want no scrub. Save up for a house.
Yeah I have finished Dragon Rising, so I guess I better save up for a house then
hah i married the woman in riverun thats sister to the shopkeep that sends you after the golden claw... didnt like her much she kept having tons of guys over. id just come home from questing and bam new guy. finally started killing them and danged if more didnt pop up. it was funny as could be.