@thegentelman
Yes. Don't worry it's nothing weird, just a lack of understanding of most of the nuances, context and definitions because they're little kids.
To a small child the train of thought from what they do learn and can understand is:
1) Girls become mommies and boys become daddies when they grow up
2) People get married because they love each-other and want to stay together all the time
3) Since you love your mommy and daddy you should get married so you can be together all the time
Therefore the little girls say they want to marry their daddy and the little boys say they want to marry their mommy. And to most people who don't belong in jail that's just a cute thing to ignore that kids'll groan and not want to remember by the time they're like 8 or 9. And then you bring it up just to embarrass them when they bring friends over once in highschool.
@thegentelman exactly what @variousletters said.
I have two nieces and it is the same story for them. The older one grows out of it at the moment. before she said all the time she is going to marry her father, her uncle, her other uncle, her other other uncle, me(who is her uncle) and so on. Now she wants to marry her teacher.
Children just are quick to adore adults who treat them nice. And they mistake the feeling to adore someone as the feeling of love. Thats all there is to it really, so nothing wrong there.