According to the Bible, Adam and Eve, the two first people (Genesis 2), initially had two sons, Cain and Abel (Genesis 4:1-2). Cain murdered his brother Abel (Genesis 4:8), took off into the Land of Nod (Genesis 4:16), and had many descendants (Genesis 4:17-24). We aren't told specifically who his wife was.
We are told, however, that Adam (and probably Eve also) lived for approximately one thousand years (Genesis 5:5), and that after Cain and Abel they had several sons and daughters (Genesis 5:4). It seems most likely, therefore, that Cain married one of his sisters.
It seems possible that incest was not formally outlawed by God until the time of Moses (Leviticus 18:9), approximately 2,500 years after creation. Initially, with the entire human race descending from two parents and a command given by God to go forth and multiply (Genesis 1:28, 9:1), incest would not only have been permitted, but necessary.