Most of the questions will be directed to the principal applicant. She has to meet the educational requirements and that you guys won't be public charge i.e. you can get a job and support yourselves.
The interview is basically a document check and the consular official's task is to verify that you are who you say you are and that you are legitimate and honest. If you are married, you'll need to prove that you are indeed married. A marriage certificate should suffice.
However, if you got married recently, then you'll have to prove that you didn't get married for the sake of the DV process.
That's my considered opinion...