What does it mean when a young woman changes her mind at the last moment about going through a wedding?

Cold feet? It doesn't really mean much. A serious, difficult to reverse or get-out-of situation like marriage is normally accompanied by a lot of anxiety. There is a lot at state. And often a nearly-wed may really love the other person, but just not feel they are experienced enough, mature enough, or know themselves well enough to make such a commitment. In my opinion, if you are not sure, canceling is good.