'But what was so terrible about it?' a fan of the series might wonder. 'Just about everything,' is the response of all those viewers who read George Martin's books.
One of the smaller complaints is the show's complete disregard of the book canon — forgivable in itself because, at that point, showrunners had to invent the way of continuing Sansa's plotline on their own, at most relying on a vague outline provided by Martin. But unfortunately, their idea was terrible in every way.
As a quick recap — in the books, Ramsay Bolton married false Arya Stark, a girl who was made to play the role so that Lannisters wouldn't have to admit Arya had escaped from their clutches. This was done to cement the alliance between Lannisters and Boltons — who, as far as Westeros knows, just finished exterminating nearly the entire Stark family.
If this doesn't sound creepy enough, add the fact that Ramsay Bolton was a sadistic serial killer, who only kept his wife alive for the sake of political expediency. Yet the show managed to make the whole affair even nastier.
For starters, the book featured a fade to black just before things got truly awful on the wedding night, but the show replaced that with Ramsay raping Sansa on screen. However, people's complaint about this disturbing development was relatively insignificant compared to the fandom's major criticism for that plotline — the fact that false Arya was replaced with real Sansa, which made the whole situation incredibly, inexplicably dumb.
As in the books, HBO's Sansa was believed to be involved in the plot to poison King Joffrey. For Lannisters, that made her No. 1 on the list of Westeros Most Wanted, so Ramsay's marrying her would mean Boltons breaking their alliance with Lannisters. But this was the last thing they wanted at the time because Boltons needed every possible source of support to maintain their grasp on the North.
Second, Sansa got delivered to Ramsay by Littlefinger, which means he was openly implicating himself in the above-mentioned plot, making Sansa hate his guts forever. Despite his own lust for Sansa, it's quite possible that Littlefinger could have done something like this — but only for a reward commensurate with the risks and the significance of his act (Sansa's hand is valuable because she is the last trueborn Stark believed to be alive).
What reward did he get in the series? A big fat load of nothing.
So, Sansa-Ramsay marriage was uncanonical, gross, and severely stupid — no wonder it still makes the fandom seethe with anger to this day.