choosing my first company

I recently completed a 160 hour training course and will take the final CDL test in two days. I started applying to numerous companies and began finding out what I could about them. My first choice took my application, said it looked good and I didn't hear from them for a while. In the meantime, wanting to make sure I had a job waiting for me, I followed up with another well recommended company. I went through the DOT physical and currently have a pending orientation date set up. Now my first choice company wants to hire me as soon as I officially get my CDL. So my question is, Will it bite me in the ### to bail on the company that I have already made a commitment to?