Good evening! I'm at the start of a game with Vodyani and suddenly after the first election, the religious and military party changed to ecological and pacifist parties although the ecologist party was the least popular in my system. Is this a bug or it happens sometimes ?

Your initial senate is manually defined for each game, your first election is when the beliefs of your people actually matter. Sometimes shenanigans happen with ranked choice voting. If the Scientists win, but the Militarists don't win primary, then all militarist votes will go to Scientists even if the Militarists would've gotten a senator otherwise (in the case of having all population with the Militarists to Scientists support trait).