You should show your current status, which is married. You cannot state wrong facts. Well, you need to have a valid answer to convince them why you put it like that. Think of why you missed it, it could be as simple as when you registered for visa interview online you were single and you missed to create a new DS-160...I do not know the reality. You need to state the fact or say it is an honest mistake, you do not have to make a story to hide your mistake and get into more trouble.
Your F1 visa is not based on your married status, it is based on your ability to study, support yourself, schools credibility, etc. So, focus on general things about F1 student.