The first marriage was between Adam and Eve in the garden of Eden, before there were any marriage laws. This became a pattern for all future marriages (Genesis 2:24). We do not know when the first human laws about marriage were introduced, but they pre-date reliable recorded history. See the Wikipedia article on marriage for more information.
There is a requirement for Christians to obey the laws of the land in which they live (Romans 13:1-2). Consequently, we do need to follow the legal requirements for marriage as well as the Bible instructions on marriage.