I found someone else posted instructions for fixing this 'after the fact'. Here is a link http://boards.ancestry.com/topics.ancestry.ancsite/10936.1/m...
and in case the link does not work here are the instructions:
For the person the Citation attached to, click on "edit person" link in the large box. Click on "Relationship Events" tab. At the far right across from "Marriage to Unknown" click on the tiny icon next to the gray "more options" button.
This will show you a drop-down below the listing for the marrige; click on the underlined link. This takes you to a barely useful Source Citation page -- at right is the option to edit or delete. Click to "edit". On the edit page you can fill in the empty boxes if you wish, but scroll all the way down to the listing of what the citation is attached to. If you click the tiny arrow you get a drop-down list of all Timeline Events for the person -- here you can switch the source-citation from Marriage To Unknown to the "Marriage To XY" event that you created without having to manually enter the source citation.
Click to save, and you can return to the person's Overview page. You can now delete the "Marriage To Unknown" event without disturbing the source-citation. You do this by clicking on the title of this event, then scrolling down to where the Delete link is next to a trashcan.