We report the detection of the first 2 microlensing candidates from the Wendelstein Calar Alto Pixellensing Project (WeCAPP). Both are detected with a high signal-to-noise-ratio and were filtered out from 4.5 mill. pixel light curves using a variety of selection criteria. Here we only consider well-sampled events with timescales of 1 d < t_fwhm < 20 d, high amplitude, and low chi^2 of the microlensing fit. The two-color photometry (R,I) shows that the events are achromatic and that giant stars with colors of (R-I) ~ 1.1 mag in the bulge of M31 have been lensed. The magnification factors are 64 and 10 which are obtained for typical giant luminosities of M_I = -2.5 mag. Both lensing events lasted for only a few days (t_fwhm^GL1 = 1.7 d and t_fwhm^GL2 = 5.4 d). The event GL1 is likely identical with PA-00-S3 reported by the POINT-AGAPE project. Our calculations favor in both cases the possibility that MACHOs in the halo of M31 caused the lensing events. The most probable masses, 0.08 M_sun for GL1 and 0.02 M_sun for GL2, are in the range of the brown dwarf limit of hydrogen burning. Solar mass objects are a factor of two less likely.