By Cat's own admission, she did, but she also said she learned to love Ned, and found it more rewarding.
Does she say that in the books? Might be a glimmer of hope for the Brandon+Catelyn=Robb crackpot.
She thinks it in the books, but is plain that her first time was with a somber Ned which didn't go well as neither really wanted to be consummating the marriage, but they did so anyway.