The Marital Status of your tax return is filed according to what it was "on December 31st of the tax year". So if you did not get married until February, you were "Single" on December 31st.
If you and your fiancee lived together in a CommonLaw relationship prior to marriage, you may need to claim CommonLaw if any of these situations apply to you:
The CRA considers you to be in a common-law relationship if you have lived together with your partner for more than 12 consecutive months, or if you have a child together, either related to you by blood or through adoption, or if you have primary custody of a child under the age of 18.