I'd be gobsmacked if they asked you anything about your marriage. I entered on E11 status, it took 2 minutes and the only thing I was asked was the address I wanted the GC sent to. You've already got the visa, entering the US is purely administrative at that point.
But if asked, you just tell them the truth. There's no obligation on you to update your marital status and you've not done anything wrong. It would have been easier for you to married prior to the visa being issued (if I were you, I'd have postponed the interview until after the marriage, so your wife could have become a LPR at the same time) but it's no biggie.
There are other visa classes where it would be an issue, but EB1A isn't one of them.
Good luck.