Theseus
The word "triumph" derives from the Latin word triumpus which, 2000 years ago, was the name of the highest award the Roman Empire could bestow on one of its citizens. The award was only presented to a general who had won a great military victory. The highlight of the award ceremonies consisted of a parade by the victorious army followed by cartloads of captured booty and a column of enemy prisoners.
By Shakespeare's time, the word "triumph" was used in a more general sense to refer to any public festivity, and that's how Theseus is using it here when he refers to his upcoming wedding as a “triumph.” Yet because he has recently defeated the Amazons in battle, Theseus’ use of the word also brings to mind the image of his victorious army parading by, with Hippolyta's fellow Amazon warriors in chains — an image not likely to get his marriage off to a great start.
(A Roman Triumph by Peter Paul Rubens, circa 1630)