If your band contains members of the opposite gender, it's possible to marry them, but you have to be patient and wait for the right moment.
After your character has been an adult for 3 days (about age 5), the band manager will visit twice a day (at 12:30 PM & 4:30 PM) with a potential mate. Reject them.
After your character has been an adult for 5 days (about age 7), a band member of the opposite gender may visit at 8:00 PM, offering themself as a mate. Congratulations!