  We present the first measurements of clustering in the Sloan Digital Sky
Survey (SDSS) galaxy redshift survey. Our sample consists of 29,300 galaxies
with redshifts 5,700 km/s < cz < 39,000 km/s, distributed in several long but
narrow (2.5-5 degree) segments, covering 690 square degrees. For the full,
flux-limited sample, the redshift-space correlation length is approximately 8
Mpc/h. The two-dimensional correlation function \xi(r_p,\pi) shows clear
signatures of both the small-scale, ``fingers-of-God'' distortion caused by
velocity dispersions in collapsed objects and the large-scale compression
caused by coherent flows, though the latter cannot be measured with high
precision in the present sample. The inferred real-space correlation function
is well described by a power law, \xi(r)=(r/6.1+/-0.2 Mpc/h)^{-1.75+/-0.03},
for 0.1 Mpc/h < r < 16 Mpc/h. The galaxy pairwise velocity dispersion is
\sigma_{12} ~ 600+/-100 km/s for projected separations 0.15 Mpc/h < r_p < 5
Mpc/h. When we divide the sample by color, the red galaxies exhibit a stronger
and steeper real-space correlation function and a higher pairwise velocity
dispersion than do the blue galaxies. The relative behavior of subsamples
defined by high/low profile concentration or high/low surface brightness is
qualitatively similar to that of the red/blue subsamples. Our most striking
result is a clear measurement of scale-independent luminosity bias at r < 10
Mpc/h: subsamples with absolute magnitude ranges centered on M_*-1.5, M_*, and
M_*+1.5 have real-space correlation functions that are parallel power laws of
slope ~ -1.8 with correlation lengths of approximately 7.4 Mpc/h, 6.3 Mpc/h,
and 4.7 Mpc/h, respectively.
