The original Marvel Family was made up of Captain Marvel, Captain Marvel Jr., and Mary Marvel. Each of these family members received their powers from the wizard Shazam. In later years, other characters would come to be considered part of the Marvel Family but they did not have any powers. Uncle Dudley (Uncle Marvel) and Freckles Marvel are examples of the non-powered Marvel Family members. (There were also the three Lieutenant Marvels (Hill Billy, Tall Billy and Fat Billy) introduced to us in Whiz Comics #21, but they were not considered members of the Marvel Family.)
Captain Marvel was introduced to us in Whiz Comics #2, published in December of 1939. We are given Captain Marvel Jr.'s origin in Whiz Comics #25 in November of 1941. Then, in Captain Marvel Adventures #18 (on sale November of 1942), both Captain Marvel and Captain Marvel Jr. introduce us to Mary Marvel! Each Marvel Family member had met the wizard Shazam and was given powers by him.
All three would go on to star in their own comics as well as other Fawcett titles. Captain Marvel primarily starred in Whiz and Captain Marvel Adventures. Captain Marvel Jr. would land in Master Comics and his own Captain Marvel Jr. comic. Mary Marvel would appear in Wow comics and also her very own Mary Marvel comic.
While they had tremendous adventures on their own, they also had combined adventures told to us through The Marvel Family comics, with issue #1 going on sale November 21, 1945. This series had a total of 89 issues, the final issue published in September of 1953. If you haven't read any of these comics, you are missing out on some fantastic stories!!
In the near future I hope to publish articles on the origin of Captain Marvel Jr. and Mary Marvel. I'm also planning on writing about Freckles Marvel and Uncle Dudley, the Marvel Lieutenants, etc., as well.