The thread
http://forum.barrowdowns.com/showthread.php?t=2427 was an excellent one. It indicates what I expected, that you can read into the Beren story that Beren and Lúthien were chaste until they eventually married, or that they began to have sex when they first met.
But, as pointed out, Tolkien does not even bother to relate any marriage of Beren and Lúthien.