To be fair, Henry VIII was completely infatuated with her during that period. Unlike her cousin Anne, Catherine was not at all hesitant about returning Henry’s affections. God knows why. They say she wasn’t very bright, though she could read and write, which meant she was more educated than most women of the time. You would think given that Henry had already killed her cousin, and divorced his previous wife (Anne of Cleves) because he didn’t like her looks, she might have been more hesitant. (Henry’s third wife, Jane Seymour, who gave him his only male heir and died in childbirth, is completely boring.)
But she wasn’t! In spite of the fact that at that time she considered her lover Francis Dereham her “husband.”
That isn’t like some sort of Ginnifer Goodwin in He’s Not That Into You thing where she starts referring to someone as her “fiance” in the hopes that it might come true. Francis may or may not have been her husband depending upon how much they talked about him being her husband. The rules on marriage during the 16th century were a little peculiar. For instance, if a couple said they intended to marry, and then had sexual intercourse, they were considered married in the eyes of the Church. That was true even if they only said that to one another. The question really arose on how many people they mentioned their intention to, because if they only talked about it themselves, one or both parties might claim that they hadn’t had that discussion. While this practice no doubt saved everyone a ton of money on wedding costs, it did make determining whether or not someone was “married” more complicated.
Again, it was not a great idea for Catherine to tell Henry she was a virgin, but she couldn’t marry him otherwise. Remember – it is not a great idea to start your marriage to a known wife-beheader with a lie that would really upset him.