This is one of the ideas which has been perpetrated by many in recent years.
However the Edgar Cayce readings have something to say about the matter.
From the reading 2067-7:
(Q) Is it true that Jesus in His youth loved Mary, Martha's sister as a sweetheart, or did He never have a sweetheart? (A) Mary, the sister of Martha, was an harlot - until the cleansing; and not one that Jesus would have loved, though He loved all.
Well then....
http://www.dictionary.com/browse/harlot?s=t
harlot
[hahr-luh t]
noun
- a prostitute; whore.
The answer, it seems to me, is a definitive "NO".
Edgar Cayce was a false prophet. Nothing he has ever said is ever worth considering.
For instance, Mary the sister of Lazarus is not the same person as Mary Magdalene. Mary the sister of Lazarus was from Bethany. The other Mary was from Magdala. The woman who was a former prostitute and poured perfume on Jesus' feet was not named. There's no evidence to suggest it was Mary Magdalene.