Whose marriage happened first, Lord Shiva's or Lord Vishnu's? I heard that one of them supported the concept of marriage first. Who?
Let me say the answer first. It is Lord Shiva.
Two basic facts support the answer.
1) Lord Vishnu's wife Devi Laxmi was one of the ratna(Gem) who was produced from the Samudra(Ocean) during the Samudra manthan(Sanskrit: समुद्रमन्थन, lit. churning of the ocean). And then she accepted Vishnu as her eternal consort.
2) And the second one is, The Samudra Manthan process released a number of things from the Ocean. One of them was Halahala ,a deadly poison.This terrified all the creature who participated in that process because the poison could destroy all of them. Then the gods approached Lord Shiva for protection. Shiva consumed the poison in an act to protect the universe, and his consort, Devi Parvati, grabbed Shiva's throat in an effort to prevent the most deadly poison from affecting the universes inside Lord Shiva. As a result, Shiva's throat turned blue.
So we can conclude that Devi Parvati,the wife of Lord Shiva was already there when Devi Laxmi came out as a Ratna(gem).
Which implies Lord Shiva's marriage happened first
2)The Bhagavata Purana