This question appears to refer to the tenth book of Homer's Odyssey, in which the title character comes to the island of Aeolia. This island is ruled over by Aeolus, who is favored by the gods and who eventually gives Odysseus a bag of winds that was intended to help him reach his native land.
Aeolus has twelve children, six sons and six daughters, and he has married his sons to his daughters. This arrangement makes Aeolus' family sound like they are divinities, who also experienced intermarriage between brothers and sisters (compare Zeus and Hera).
Despite this strange marriage arrangement, Aeolus and his family seem to be having a delightful time and they are constantly feasting:
They are always feasting with their brave father and good mother, with endless good food set before them. All day long the house is full of savoury smells, and the courtyard echoes to the banquet’s sound, while at night they sleep by the wives they love... (A.S. Kline translation)
The hero's encounter with Aeolus and his seemingly happy family contrasts with the situation in Odysseus' own home back on Ithaca, where the "man of the house" has been absent for 20 years and where the house is filled with the discordant feasting of the suitors. At the same time, the incestuous relations between Aeolus' sons and daughters points to another of the strange marital situations that Homer puts on display in the Odyssey. Only at the end of the epic will the audience encounter the "right" kind of marriage: the figurative re-marriage of Odysseus and Penelope.
Aeolus is giving his 6 daughters in marriage to his 6 sons. The feast was held because of their marriage.