Many marriages do take place in the during the mahadasha of 8th house. for example Venus is the lord of 8th house and Venus dasha starts at 20 years in the life of native. So it does not mean that he / she will wait till age 40 to get married.
As long as other factors are favourable , getting married in the mahadasha of 8th lord is not a problems. One things that must be done is marriage should be done after taking out the most auspicious time as per the Panchang and also check if the marriage of the two Boy as well as the Girl is there in that particular date when marriage is solemnized.