Adolescents who start smoking at an early age are at increased risk for tobacco dependence and continued use, health problems, and psychosocial and behavioral difficulties during adolescence and emerging adulthood. Time hazards analysis was used with a group ages 5 to 23 to identify factors that lead to initiation of smoking at an early age, and to help discern vulnerable periods for initiation according to those factors. Half the sample had started smoking by age 12, with the hazard for initiation greatest between ages 13 and 14. Having an older sibling, and exposure to smoking by the adult closest to them were risk factors. Although having an intact nuclear family was protective, it could not counteract the risk of having an older sibling and being exposed to an important adult smoker. For all effects, the strength of the association differed across the age range. Demographic and family influence factors on smoking initiation vary over time. However, children are at maximum risk for initiation in their early teen years, and the range of considerable vulnerability is during middle school and high school. Since maximum risk is associated with early onset, identifying factors associated with the age of smoking initiation and finding ways to delay initiation, especially among adolescent girls, may be useful. The significance of the family variables, especially the impact of the important adult smoker, point to the practical implications of these findings.