title: Pandas Multiindex and Groupby returns odd behavior
body: <p>I am working with Pandas MultiIndex Dataframes for a few weeks now and I have the feeling that I do not really get the intuition behind the GroupBy object, especially the choosing of groups. </p>
  
  <p>Let's take this code for example:</p>
  
  <pre><code>import numpy as np
  import pandas as pd
  
  arrays = [['bar', 'bar', 'baz', 'baz', 'foo', 'foo', 'qux', 'qux'],
            ['one', 'two', 'one', 'two', 'one', 'two', 'one', 'two']]
  
  tuples = list(zip(*arrays))
  index = pd.MultiIndex.from_tuples(tuples, names=['first', 'second'])
  
  s = pd.Series(np.random.randn(8), index=index)
  df = pd.DataFrame(np.random.randn(8, 4), index=arrays)
  
  df.groupby(level=0).first()
  </code></pre>
  
  <p>The output of the last line is this: </p>
  
  <pre><code>            0         1         2         3
  bar  1.612350 -0.019424 -0.088925 -0.188864
  baz  2.752485 -1.011006  0.249788  1.106547
  foo  1.313016  0.716512  0.550851 -1.532394
  qux  1.505173  0.758075  1.360808  1.261204
  </code></pre>
  
  <p>However, this behavior does not make much sense in my opinion, because it gives me the first group as if I would have grouped by the second level. What I expect from the code above is this: </p>
  
  <pre><code>            0         1         2         3
  one  1.612350 -0.019424 -0.088925 -0.188864
  two  0.434829  1.698503 -0.213425  0.329733
  </code></pre>
  
  <p>Until now, I achieved what I wanted by doing this:</p>
  
  <pre><code>list(df.groupby(level=0))[0][1]
  </code></pre>
  
  <p>But, this does not look like its meant to be done this way.</p>
  
  <p>Somehow, it seems that I have wrong expectations of the GroupBy object. Maybe someone can help me solve my confusion :).</p>
  
  <p><strong>Additional Info:</strong>
  I am not looking for a specific solution, how to get the "first group" since I already got it by creating a list out of the object. My question is rather regarding the understanding of the GroupBy object and why it chooses the first (or any other group) the way it does. </p>