Can you be more specific - it seems you were likely son or daughter of a permanent resident (F2A or F2B petition), then got married?
I presume by “at the same time” you don’t mean on the same day? Did the petitioner become a citizen before the date of marriage? if so - then the petition changes to F3, yes you must inform NVC. Your waiting time will be longer for an interview.
If however the petitioner become a citizen after the date of marriage, then the petition was invalidated and they will need to file a new one.