When it comes to marriage, or engagement, or even long term relationships, there are no "shoulds". Only "wills" based on needs and desires effectively communicated, negotiated, and agreed upon. Whatever works for both of you, works. The rest can be chucked out a big fat window.
That said, there are various legal and tax implications of getting married, some of which may prove long-term detrimental to one or both of you if the marriage doesn't last. Younger people are more prone to having poor credit at some point before becoming more established in a career, for example – and credit histories become entangled by marriage.
I guess the simplest answer I can give to this question is this: if you haven't figured out what you want in life yet, then marriage is much more likely to expose you to many things you don't want in your life. And, more to the point: knowing what you don't want in life doesn't get you any closer to a happy and contented one.