Although it is wise to ensure we have Christian friends, who think as we do and who can understand us better, it is not wise to exclude others from our friendship. Having only Christian friends could lead to us being narrow minded and insular; it is useful to have friends with different perspectives, or who challenge what we believe. Jesus himself was criticized for having friends who weren’t dutiful religious people, but he pointed out that the entire point of his work was to come and show such people a better way of life, so he could hardly avoid them (Matthew 9:9-11). We should have the same attitude.
However, marriage is a very different relationship. Quite apart from the difference in intensity and closeness of the marriage relationship to mere friendship, there is far more potential for serious conflict if two people do not share the same beliefs about religion. This is especially important when we consider what the children will be taught as they are growing up.
Paul advises Christians to avoid close partnerships with non-believers.
2 Corinthians 6:14-15 (NET) Do not become partners with those who do not believe, for what partnership is there between righteousness and lawlessness, or what fellowship does light have with darkness? 15 And what agreement does Christ have with Beliar? Or what does a believer share in common with an unbeliever?
His words in this context are not directed specifically at marriage, but the principle is the same. Elsewhere he specifically advises that those Christians who marry, should marry within the faith. This is the advice he gives to a Christian woman whose husband has died.
1 Corinthians 7:39 (NET) A wife is bound as long as her husband is living. But if her husband dies, she is free to marry anyone she wishes (only someone in the Lord).
Also see “What does the Bible say about endogamy?“, “Are interracial marriages wrong?” or “What are some of the lessons can we learn from the nephilim, or giants?“