Congratulations! I wholeheartedly agree with this union - those chicks that are into roleplay and medieval things are awesome and romantic - they'll make you happy. That's my experience, at least. My wife loves renaissance faires and the like, but oddly enough she isn't into my Star Wars geekery. Still, she "tolerates it" and we've been happy together as nerds for over 4 years.
Now I have a little advice, if you are willing to take it. When we married, there was some great advice given from a wise man - he said "Let there be distance in your togetherness", which means.. always be together, but give each other some space. I know it seems like an impossibility, but there are going to be times when you need to have "your time" and she needs to have hers, or times when you are outright annoyed with each other. That doesn't mean you don't love each other - it just means it's time for you to go for a drive and her to go do whatever it is she likes to do. You could go play a video game, go to the gym - something apart from her while she does her thing. It's some of the best advice I've heard, and it has worked well. In 4 years we have argued and discussed, but never fought with each other. I don't know if this is a case of "different strokes" where what might be right for us might not be right for some, but it's served us well.
Stress: she will most likely cause some of it, and she will get you through just about all of it.
Depression: [if you get it - I do] She will help you - big time. When the world's gone wrong, if I can go home and hold her, I feel better. If I don't feel better, I at least won't get worse.
Compromise: Get used to it. You are going to HAVE to give up some things. It sucks, but guess what?! She's worth it!!!
Once again - congratulations. You are embarking on a journey that these days many people either start and give up on, or are too selfish to brave. Best of luck, and best wishes!