How do you first learn of the feud between Montagues and Capulets?

In the very beginning of the play, Romeo and Juliet, Shakespeare gives us a prologue. This prologue provides critical background information for understanding the conflict that drives the play.

Here is the prologue:

Two households, both alike in dignity,

In fair Verona, where we lay our scene,

From ancient grudge break to new mutiny,

Where civil blood makes civil hands unclean.

From forth the fatal loins of these two foes

A pair of star-cross'd lovers take their life;

Whose misadventured piteous overthrows

Do with their death bury their parents' strife.

In this prologue, Shakespeare tells us that the feud between the Montagues and Capulets is an old one, and that it has led to much violence and bloodshed. The feud is so intense, in fact, that even a new generation of lovers, Romeo and Juliet, cannot escape it. Their tragic deaths will ultimately resolve the feud, but only after it has caused much heartache and suffering.