Previous posters are correct: wedding veil material is much, much weaker than noseeum netting. There are, however, many different kinds of it, some of which are much stronger than others. The holes are too big to prevent noseeum entry, but that shouldn't be a problem depending on where you are. The stuff is perfect for a mosquito headnet, which is the least likely thing to get snagged.
I made a cheap net-tent (with a nylon floor) out of the stuff for my family, and it survived 2 weeks of camping without any holes. As long as you're counting on mending, I see no theoretical problem with the proposition. Personally, though, I'd be wary of marrying such a fragile material with a more robust one; for no increase in time, only a little in materials, and a little in weight, you'll get a much more durable end result.
You'd be better off, all things considered, with "funeral" veil material, however, as black is much easier to see through than white.