Narrated Yahya bin Abi Kathir:

I asked Aba Salama bin `Abdur-Rahman about the first Sura revealed of the Qur'an. He replied "O you, wrapped-up (i.e. Al Muddaththir)." I said, "They say it was, 'Read, in the Name of your Lord Who created,' (i.e. Surat Al-`Alaq (the Clot)." On that, Abu Salama said, "I asked Jabir bin `Abdullah about that, saying the same as you have said, whereupon he said, 'I will not tell you except what Allah's Messenger (ﷺ) had told us. Allah's Messenger (ﷺ) said, "I was in seclusion in the cave of Hiram', and after I completed the limited period of my seclusion. I came down (from the cave) and heard a voice calling me. I looked to my right, but saw nothing. Then I looked up and saw something. So I went to Khadija (the Prophet's wife) and told her to wrap me up and pour cold water on me. So they wrapped me up and poured cold water on me." Then, 'O you, (Muhammad) wrapped up! Arise and warn,' (Surat Al Muddaththir) was revealed." (74.1)