The only way to prevent selecting the first object you click on is to lock it or move it to a different layer which can be locked or hidden. Of course, the same goes for anything else that's within the marquee-select area, but to be exlcuded. It's always useful to divide up your elements (on layers) in relational ways to facilitate such manipulations throughout the project. Often you can anticipate, other times you have to adapt on the fly.
Obviously if you use a selection tool you will select and move the first object you touch if it is filled.
That’s the way it’s supposed to work under normal conditions.
However you may (1) switch to Outline mode (Cmd+Y)
or (2) check ‘Object Selection by Path Only’ in Selection & Anchor Display preferences.
Using either of these you can marquee select without having the fill of an object affect your selection.