Will being on Medicaid already affect my enrollment in Tricare? ?

I am getting married in a few weeks and are already on Medicaid. I don't want to cancel before we get married because I'm pregnant and anything can happen in a few weeks; no saying that it will but just in case. So should I cancel my medicaid days before we get married or does it not matter if I'm on it while trying to enroll into tricare? I heard there's a way that being on both could get you in trouble?! Please help thank you :)