Sahadeva was the youngest of all the Pandavas and was the son of Madri and King Pandu. He was born when the Ashwini Kumaras came to bless Madri who invited them for a child since she had learnt the same from Maharani Kunti.
Maharani Kunti was blessed by Maharishi Durvasa to call upon any demigod and have a progeny through him. When she refused to carry more children after the birth of Arjuna, Pandu asked her to teach this to his another wife Madri. And when she called upon the two Ashwini Kumaras, they blessed Madri with two children, Nakul and Sahadev.
Sahadev was the youngest and hence, got more affection from all others. Sahadeva means that the one who has demigods with him. As per the shastras, he is supposed to be the incarnation of Shukracharya.
He was trained in military science and .was expert in the wielding of the sword. He is said to be decent, bashful, patient and virtuous. He was a person of noble character.
Since the five pandavas were married to Panchali Draupadi, Sahadev was one of them as well. He begot a son named Srutasena.
Maharaj Yudhishthir sent him to conquer the Bharatvarsha in order to perform his Rajasuya Sacrifice.