The emphasis on a word will depend on what you’re going for. If the character is hesitant on marrying in general, then “marrying” should be italicized. If the character is hesitant on marrying a woman (perhaps they’re not interest in women or they’re not interested in relationships, etc.) then “woman” would be italicized. What you italicize generally changes the implication you’re going for because without it, it doesn’t seem like a big deal… hence the idea of emphasis.
So it can be read either:
“What is it that bothers you so much? The entire concept of marriage, or marrying a woman?”
OR…
“What is that bothers you so much? The entire concept of marriage, or marrying a woman?”
If you still don’t know afterward, I suggest to act it out and see where you’re putting emphasis as you speak.