Start playing as a monarchy country (majority of all countries) and this will be the first achievement you get. Either send a diplomat at day 1 to another monarchy for a royal marriage and this will pop on day 2 when they accept or wait a few days and I am sure someone will propose one to you, simply accept the proposition.
Sunni countries can only marry within their religion, which prevent Sunni/catholic marriages.
If you don't get it your not playing on "Iron mode" which is required for achievements in this game to unlock