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Thanks for reporting this - I get the same exception on master. Computing this as a Series via df.groupby(['A', 'B']).C.first() works and gives the correct result.
I have checked that this issue has not already been reported.
I have confirmed this bug exists on the latest version of pandas.
(optional) I have confirmed this bug exists on the master branch of pandas.
In specific situations involving categorical columns, a groupby() on two or more columns runs into an error:
Code Sample
Expected Output
Expected output would be something like:
Instead an exception is thrown, with the error message shown above.
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