There is no such thing as proof or certificate of first marriage: when you marry, they don't "number" them to show which marriage it is; when you get married, you don't even need to state whether you were married before, or how many times; and since marriage certicates are by state, not national, there is no central file or repository of your marriages tracking how many there were.
All you can do is draft and sign an affidavit in which you personally certify or attest that is your first marriage.
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