I think you should not give marshmallow to your kid. Why to develop his taste for such a sugary thing, when so many yummy fruits with natural sugar are available! Also marshmallows pose as a big choking hazard in little kids. They even have a warning at the wrapper saying that should not be given to kids below 3. And if you personally like marshmallows and thinking that your baby is missing on something very yum then think he is just 2, and he doesn't even know there's any such thing as marshmallow. :) http://www.webmd.com/children/news/20100222/group-aims-to-reduce-child-choking-deaths?page=2
Personally, I would not give a child marshmallows till he is much older than 2. Firstly, the sugar content in marshmallows are not something you'd want to give a 2-year-old. Secondly, while marshmallows are soft and pillowy, it can easily become a choking hazard for babies. If it were me, I'd wait till the child is atleast 4 or 5.
Please don't. Too much sugar.