My marriage is breaking me into pieces

I guess I am married to nice woman but the love is not there for her. She wanted the marriage I was in love with someone else. An Igbo girl who the parents insisted that she cant marry a none Igbo. I was almost on my knees begging her but she did not agree. The other lady is from my state. She is a nice person, everybody likes her around here but my heart is still with that other lady. Me and the igbo girl will could talk on and on, gist, play, do funny things and call each other names.  

But if you are not a fan, you will think that we are serious. But I am stock here, my religious upbringing does not agree with the break up. When it was a month to the wedding I almost walked out because I saw all these but some folks just assumed that I was just too selfish. I even called the lady and I told her will u like your man to be cheating on you because marriage wise we can't pull through together but she wont just get it.

Well, I had to go through the marriage process believing miracles will happen, I can tell you till now I still feel incomplete. some few weeks back, me and the other lady met, though she is not yet married it was as if life was pumped into my system. She is not what every man wants for a wife but she is the best for me. To be sincere with you I am thinking polygamy. She stays in another town, daily, I feel like moving over to stay there. Sometimes, I just believe death is better than this.