Thanks for the question.
It would be upsetting inasmuch as finding out that Jesus wasn't who He said He was; in other words, that He was a complete fraud. Everything we believe about God is revealed by Jesus. His credibility is what is at stake. If he is not credible, all of Christianity falls. What we believe about God would not be true, what we believe about Jesus would not be true, and on, and on, and on.
Some may say that it is his followers that changed the story, but it was Jesus who entrusted His Message, His Gospel, His Authority and Teaching to his Apostles, who were charged with handing that on to the future generations. It would fall back on Jesus again that He wouldn't be a credible witness to His Own Claim to be God, if He couldn't ensure that His Church would carry on such fundamental facts.
That being said, there are some facts about Jesus that we could hypothetically have wrong without substantially changing the fundamentals of Christian doctrine.
- For example, was the Last Supper on a Tuesday or a Thursday?
- How many times did Jesus go to Jerusalem with his disciples? <And so on.>
None of these matters fundamentally change the meaning and substance of Christianity. Sometimes details of Jesus' Life and teaching weren't considered essential to the central point [of the Gospel] so they were not committed to the Scriptures, but there is much in the tradition of the Church that preserves the very core of the faith containing many details. The matter you brought up is fundamentally at odds with our faith and theology.
So, the truth matters. We need to know the truth. Truth changes everything. This idea, that Jesus married Mary Magdalene is a lie that was fabricated in order to undermine Christianity. It has been around since the Gnostic heresies in the early part of the Church. Christ has had enemies in every generation, because He has a principal enemy (satan) that wants to deny His fundamental saving work and sabotage salvation for as many as possible. There is a motive for the falsity to be propagated. Despite this undermining agenda, there is no evidence for it, and it has been refuted countless times by history and by all evidence to the contrary.
The Wikipedia article on Jesus' bloodline actually has some good information on the history of the claims:
This is the truth that the lie seeks to undermine:
The real truth is that Jesus identified Himself as the Bridegroom and all of humanity as the Bride (cf. Matthew 25:6; Matthew 9:15; Matthew 25:1; Mark 2:19; Luke 5:34; Revelation 18:23). This is the biblical language that we find over and over again, confirming that God intended to wed all of us, not just one woman, like a mere man would. The divine plan was for us all to become the spiritual bride of Christ — that included both men and women.
Every human person was meant to be wrapped up in the love of God. This is something that transcends sex, but is rather between the soul and God. His enemy would like to make Jesus small and insignificant, but He is the Lord of all. He is the Invisible God, made one of us, so that we could be united to Him for all Eternity.
You must read the Gospels with this understanding in order to appreciate the truth. The final book in the Bible, the Apocalypse (cf. Revelation 19), culminates in the Wedding feast — that is for you and me, when God seals the deal with us forever. Don't let them point your eyes down to the ground and focus on the temporary human aspects of our existence, but rather look up and see what God has in store for us.
Jesus came to point us to the Eternal Plan, and this lie is just another attempt to take people's gaze away from the ultimate purpose of Christ's life and mission here.