I think they did. ^^ Simba is looking a bit sweetly at Nala
here. But that is just a screenshot, so we may never really know, even if we think that's the case. But when Zazu mentions them getting married, they both get grossed out, especially Simba. This could have two possibilities, and maybe even more: Simba could of just been the one having a crush on Nala, since he got grossed out. Usually people do this, especially kids. Simba tried to keep it a complete secret. On the second possibility, Nala could of just been the one crushing, and did the same thing, to hide it and to be happy that that tradition would be the first thing to go when Simba gets to be King. All in all, they are just cubs. As KM said, they might have had crushes on each other, but they didn't know it yet. Or, perhaps they did, they just didn't want to show it. ^^