Am I legally married to my husband?

If your husband was previously married to a woman in Utah and did not obtain a divorce before marrying you, then your marriage is void.  A person cannot be married to two people at once.  The location where the marriage took place has no impact on the question.  In the case of a void marriage, you can get an annulment, which is a court order officially declaring that the marraige is void.  In the alternative, you can remain in a void marriage, and when (if) your husband divorces the Utah woman, you would at that point begin a common law marriage with your husband.  If you do nothing, and he does not divorce the other woman, you would not be entitled to any rights as surviving spouse in the event of your husband's death.