The wedding ritual in Westros, with the stripping of the the couple and carried to bed. Was that a thing in actual history? If so, did it serve a practical purpose?

Kind of, although in medieval Europe they just stripped people down to nightshirts and then tucked them into bed with a lot of lewd jokes, songs, and noise-making. And then they stood outside the door and listened to be sure that the couple actually had sex, which is even weirder. 

The point was, in a world in which property and political power were handed down through and between families, whether a marriage was consummated was a giant honking deal. For one thing, one of the reasons why a marriage could be annulled was due to non-consummation; the bedding ceremony made sure that there were witnesses to the event.