One thing I heard but never understood while I was in was that young newlyweds who have sex before marriage feel regret on their wedding night.
That's obviously not necessarily true. I'm not saying they can't, but they may not feel guilt at all, and they probably wouldn't if they didn't have this religious idea rammed down their throats.
But regardless, my wife and I remained abstinent while we dated. Then the Monday after our wedding, the brother called me to say that I'd messed up the court documents, and irony of ironies, we weren't legally married yet... But we were in Jehovah's eyes!
No guilt here, and our marriage license hangs in our living room with a date different from our anniversary. It's almost like if we were cool with it, even if we simply thought we were married (more generically, that we thought it was okay and we were consenting to this), then there was no argument to be made for wedding night guilt.