To consummate something means to complete it, to bring it to its final fruition. In some Western religious traditions, a marriage is said to be "consummated" when the couple has sex for the first time (note that it is assumed that this is the first time they'll be having sex, and only slightly less so that this is the first time either one will be having sex). A probable source for this is the Catholic belief that marriage is fundamentally, though not exclusively, for the purposes of procreation. If the marriage is not consummated, because either party is impotent or unwilling, the marriage can be annulled on the basis that it's not capable of fulfilling its larger purpose.

Please note: I'm not up on modern Catholic attitudes towards marriage, and I expect that this has changed somewhat in recent decades. The change is probably greatest in the United States and least or absent in more traditional areas like Latin America.

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