It's a good idea to.
If you google for ONS (Office of National Statistics) or the GRO (General Register Office) they will have info there to help you. Regretfully I'm new at this and don't know how to do links yet.
Anyway, if you do have an Overseas Registration done it will mean that, should you lose your marriage certificate for some reason, you will be able to get a copy from the GRO as opposed to having to apply for one from the place you were married in India. Did you by any chance buy a spare certificate of marriage at the time? Hope so, otherwise you'll have to give them your one and only original.
Hope this helps and Congratulations!