Hello! My fiancee and I are getting married in October of this year. I am starting a new job next week - should I file as married filing jointly now?

I start a new job in May of 2019. I get married in October of 2019. What should my tax status be from May to October? Single? Married filing single?Married filing jointly? Is there any negative implications to choosing a married status from now until October, or is it in my best interest to file as single until I am legally married?