From the Treasury of Daily Prayer:

St. James and his brother John, sons of Zebedee and Salome (see Matthew 27:56 and Mark 15:40), were fishermen in the Sea of Galilee who were called with Peter and his brother Andrew to follow Jesus (Matthew 4:18-22). In the Gospel lists of Jesus’ disciples, James is listed following Peter and preceding John. Together, these three appear as leaders of the Twelve. Because James precedes John, it is reasoned that James is the elder of the brothers. The Book of Acts records that James was beheaded by Herod Agrippa I, probably between AD 42 and 44 (Acts 12:1-2). Thus James is the first of the Twelve to die a martyr.