Hello Edel23!
Congratulations on your marriage and your child on the way!
You and your spouse can file jointly when you file your 2023 tax return regardless of what is on your W4 but if you want to make changes to the W4 you can claim married but I wouldn't add the dependent unless they will be born in 2023. If the child will not be born until 2024 you can wait to change the W4 until then. Either way you decide you can still file jointly with your spouse.
Here is an article you might want to check out: https://turbotax.intuit.com/tax-tips/marriage/getting-married/L0DvEUlEC
Also if the child will be born in 2023 you get the whole year of tax deductions even if they are born on Dec 31st. Check out this article for more info: https://turbotax.intuit.com/tax-tips/family/birth-of-a-child/L26LBBTkd
Hope this helps!
