A systematic review was conducted on the role of substance use initiation in subsequent use and substance-related problems among adolescents. Specifically, we examine previous studies to identify whether age of onset predicts subsequent levels of misuse; we also posit reasons for this association that have been suggested within the literature. In addition, the manuscript reviews literature suggesting that early onset of substance use may serve as an outcome of more distal predictors (mediators) for substance use, as well as shows findings that early onset may be predicted by other underlying factors. We also examine additional aspects of the relationship, including the context and characteristics of the adolescents' first substance-using experience. Finally, we review currently available prevention programs with specific focus on prevention of early substance use initiation and subsequent use.