Yes, Talk with your International Advisor. I assume your marriage is fixed...I mean you know the name and date of birth of your spouse. Get I-20 in her name from the university. For Interview at US Embassy, take small album of wedding pictures too. Visa should not be a problem. Yes, F-2 students can not study and can not work legally. But I have seen some who came to US on F-2 and later on conerted into F1. Good Luck.