Your refund is simply the difference between your tax bill and your withholding and payments. If you get a large refund, it's because your bill was much less than your payments; you overpaid during the year.
When you marry, you have to consider both your and your husband's income, deductions, and withholding or payments. If your payments were very large but his payments were not, then you may get a smaller refund. But that is simply a result of the fact that he paid less in the system during the year.
You can't file head of household unless you were actually maritally separated for all of the last six months of the year.
Filing a joint married to return is almost always better, it has lower taxes, hire deductions, and many tax credits are limited or disallowed for married filing separately. Whatever refund you get is the right refund for your situation, and if you want a larger refund next year, then you need to adjust your withholding or your spouse's withholding to have more tax taken out of your weekly paychecks.
