Answer
Yes, Claudia Octavia was Nero's first wife. She was the daughter of Claudius and Messalina. She married Nero in 49 AD and they had a daughter, Claudia Augusta, in 50 AD. However, Claudia Augusta died in infancy in 54 AD. In 59 AD, Nero divorced Octavia and married Poppaea Sabina. Octavia was then exiled to the island of Pontia and later killed.