Newlyweds and already fighting!

So we were just married and we are already fighting! I told him perhaps we should get the wedding annulled and he said do it if that's what I have to do. I hear the first year of marriage is the hardest mostly because the reality of being married is settling in. He just shuts down and I cannot handle the distance, he has also become extremely critical and controlling. Everything has to be done his way or he gets mad. I have to admit maybe this was a huge mistake.