The third born Pandava, son of Dharma (the deified cosmic order) and Kunit, the first wife of Pandu. As Son of Kunti he is Kaunteya.
Yudhishthira is also called Dharmaputra, Son of Dharma, and Dharmaraja, King of Dharma.
Find the story in the first parts of Mahabharata – from Bharata to Pandu
http://hindumythologyforgennext.blogspot.com/2012/07/mahabharatha-chapter-1-emperor-bharat.html
Yudhishthira’s names
http://www.lifestalker.com/2017/03/3-different-names-of-yudhishthira.html