In the 1st season episode "The Sweet Taste of Liberty" Lily is at the bar without her engagement ring trying to get guys to hit on her to boost her ego. Marshall gets jealous & confronts a guy he thinks is hitting on her, prepping to fight him. When the guy announces he's gay, Marshall says "Oh thank God! I've never been in a fight before!"
However, in the 4th season episode "The Fight" it's revealed that Marshal frequently got in very violent fights with his brothers, which allows him to kick the snot out of the burly & crazy bartender! Doug.
So, has he been in fights before or not?