Venice doesn't start with a princess, and all the sons of the faction leader are already married at game start, so no early marriage alliances are possible as Venice. However, they can come later. A daughter of the current Doge or faction heir becomes a princess when she comes of age at 16. I've heard that the daughter of the faction leader is set to become a princess at birth, while the daughter of the faction heir is only set at coming of age. I cannot confirm that. In fact, as Byzantium, I'm pretty sure that wasn't the case. I only got princesses who were the daughters of the current faction leader/heir when they became adult. Venice can get princesses later in the game, but it's random. You have to have girl children born to the faction leaders who remain in that position when the kid turns 16.