Only only you can decide what is best for you. If the marriage does not work out, you can seek a divorce. You would be subject to the divorce laws in the state that has the ability to consider the divorce. There are no special procedures because your spouse happens to be an alien.
As for the immigration side, you must be truthful in all interaction with USCIS. Your failure to be truthful can result in criminal prosecution. You will also be required to sign an affidavit of support. This is a contract between you and the United States where you agree to reimburse any federal, state or local government if your spouse receives means-tested benefits. Your obligation does not terminate with divorce.
Answered on Jan 12th, 2016 at 4:12 PM