Out of the 5 Pandavas, the first to marry was not the older Yudhishthira, but Bhimasena, the second Pandava. He married Hidimbi, a Rakshasi, upon Sri Vyasa’s instructions, in accordance with his Dharma of not violating the Lord’s words (Krishna/Vyasa/Parashurama) even once!
Anandatirtha Prathishtana 