Did some research,
Caligula was did get around: he had always had a passion for his sisters and had incestuous sex with them. He had a special interest in his sister, Drusilla, who he actually married and got pregnant. Unfortunately Drusilla died early on in his reign and was consequently deified as a goddess. After the death of his sister Caligula married Julia Claudilla who died young and after her death he attended a wedding where he ran off with with the bride, Livia Orestilla, who he divorced after a few days. Soon after, he married the rich Lollia Pollina before divorcing her and finally marrying a woman named Milonia Caeconia in 38 AD. Caeconia was pregnant at the time of the marriage and Caligula took the child as his own because he believed it must be his because she was so mean with the other kids. Caligula often engaged in sex with men, most notably the Greek actor Mnester and his brother in law Marcus Aemilius Lepidus.