The marble is more dense. Density is the ratio of mass to volume, in other words, how heavy something is for its size. Density is an intensive property which means that it doesn't depend on the amount of the substance present. Therefore any amount of marble will have a greater density than any amount of feathers. A good way to estimate which of two substances has a greater density is to pretend that you have equal-sized samples of the two substances (same volume). Which would be heavier, or have more mass? This is the more dense material.
It's easy to calculate the density of most solids, if you have a balance and something to measure liquid volume. You can find the mass of the object, then find it's volume by water displacement: Add it to a graduated cylinder or other measuring utensil containing water, are record the increase in volume. This is the volume of the object.
Now do the math: density = mass/volume
Density is commonly expressed in units of g/ml, g/cc or kg/L.