I'm a member of the church, but lately I've made a poor, sinful choice by going somewhere I was tempted. I went to a massage parlor for the sole purpose of helping my body. Later during the massage I engaged in some immoral foreplay activities with the woman there. I've been reflecting on my future, and I wonder, with this sin committed, can I marry now that I've done this sin? I don't want to be held down by depression, instead I wish to do right for the Lord.
You got caught in the sins of lust, lewdness and perhaps fornication. "Let us walk properly, as in the day, not in revelry and drunkenness, not in lewdness and lust, not in strife and envy. But put on the Lord Jesus Christ, and make no provision for the flesh, to fulfill its lusts" (Romans 13:13-14). Sin, no matter what its form, carries the same penalty. "For the wages of sin is death ..." (Romans 6:23).
The Christian's response to sin is to repent (II Corinthians 7:10-11) and to confess to God his faults (I John 1:9). A Christian doesn't remain in sin (Romans 6:1-2).
Having committed fornication doesn't mean you cannot marry. There is a mistaken notion that a person marries whoever he has sex with, but that isn't found in the Bible. Marriage is a covenant, not an act of sex. "Yet she is your companion and your wife by covenant" (Malachi 2:14). When marriage was instituted, God said, "Therefore a man shall leave his father and mother and be joined to his wife, and they shall become one flesh" (Genesis 2:24). A man leaves his parents, gets married (joined to his wife), and then the two of the become a new family unit (one flesh). It includes sex, but it is much more than just sex.