Marvolo Gaunt's Ring was the first Horcrux that Voldemort made. Tom used his father's ring during the summer after his fifth year at Hogwarts School. After murduring his father he said the spell, binding a piece of his soul to the ring.
It is seen, in a Pensieve memory, that Riddle had taken the gold ring from his uncle Morfin Gaunt. Morfin was framed for the murder of Marvolo and Marvolo's parents. Riddle wears the ring occasionaly while a student in school but then hides it in the house where the Gaunt family lives; under the floorboards, in a golden box, protected by enchantments. Until, of course, Albus Dumbledore finds it and destroys the Horcrux with Godric Gryffindor's Sword.
Before Dumbledore's death, he hides the ring's stone inside one of the Quidditch balls - the Golden Snitch; and wills the Snitch to Harry. Dumbledore had learned that the stone was the Resurrection Stone and one of the three Deathly Hallows. Which was why he had worn it, hoping he could activate it and apologize to his deceased family.
Throughout his lifetime Voldemort remained unaware of the stone's additional magical properties.