Background: Given ever-reducing budgets of community and school substance use prevention programs, there is a call for identifying the first substance in the sequence leading to polydrug use. Methods: Examining data from a nationally representative sample of 2835 United States 12th graders, we sought to determine (1) the first substance adolescents use; (2) order in which adolescents progress through alcohol, tobacco, and marijuana use; and (3) impact of age of initial substance use on lifetime and frequency of illicit substance use. Results: Alcohol is the most commonly used substance, and the majority of polysubstance using respondents consumed alcohol prior to tobacco or marijuana initiation. Respondents initiating alcohol use in sixth grade reported significantly greater lifetime illicit substance use (M = 1.9, standard deviation [SD] = 1.7, p < 0.001) and more frequent illicit substance use (M = 6.0, SD = 6.5, p < 0.001) than those initiating alcohol use in ninth grade or later. Overall, effect sizes for these differences were large (eta squared = 0.30 and 0.28, respectively). Conclusions: Findings underscore the importance of screening for substance use, even among youth enrolled in elementary/middle school. In addition, school prevention programs should begin in elementary school (third grade) and target alcohol use.