They used the OT Scripture and the letters of Paul, which Peter called Scripture.
There was also the letters to the seven churches documented by John from Jesus to those individual churches.
They used the OT Scripture
Within the first century, the OT had almost completely been disregarded in favour of the AD writings. It took several Councils to reimpress the importance of the OT upon believers.
and the letters of Paul, which Peter called Scripture
As a source of belief, the believers relied on the Gospels and other documents primarily. The Gospel of Matthew, for instance was always regarded as more important than Paul. The Didache, similarly.
Some books of NT scripture, such as the Didache, were eventually declared apocryphal and excluded from the canon. Who had authority to do this if not the Catholic Church. Was the Didache unjustly excluded?