We report on the first NMR study of phase transitions and incommensurability in the layered semiconductor TlGaSe2. Ga-69,Ga-71 and Tl-205 NMR data from a powder sample show phase transitions at 118, 108 and around 69 K. The Ga-69 and Ga-71 spin-lattice relaxation times T-1 are short and nearly temperature independent in the temperature range 118 to 108 K, which is characteristic of an incommensurate state. The nuclear magnetization recovery in this temperature range can be fit by two components having different time constants. The ratio of the amplitudes of the components varies with temperature. Such behavior is consistent with the coexistence in this temperature range of two different macroscopic domains, such that one of the domains becomes energetically favored on cooling. The phase transition into a ferroelectric phase at 108 K appears to be accompanied by a displacement of Tl atoms.