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Background and Objectives: There may be substantial overlap in the risk factors for substance use and substance use disorders (SUD). Identifying risk factors for substance use initiation is essential for understanding the etiology and natural history of SUD and to develop empirically-based preventive interventions to reduce initiation.Methods: Analyses were done on Wave 1 participants of the National Epidemiological Survey of Alcohol and Related Conditions (NESARC) (n = 43,093). Estimates of the cumulative probability of substance use initiation were obtained separately for nicotine, alcohol, cannabis, and cocaine. Survival analyses with time-varying covariates were implemented to identify risk factors for substance initiation.Results: The lifetime cumulative probabilities of substance initiation were 45.5% for nicotine, 82% for alcohol, 19.6% for cannabis, and 6.4% for cocaine. Among respondents with lifetime nicotine use, 50% had used it by age 15.3, whereas for alcohol, cannabis, and cocaine the respective ages were 17.8, 16.6, and 19.8. Previous use of another substance, being male, having a cluster B personality disorder, family history of SUD, and being separated, divorced, or widowed increased the risk of use of all the substances assessed, whereas social anxiety disorder and some personality disorders were associated with specific substances.Discussion and Conclusions: Although the age of substance use initiation varies by substance, in more than 50% of cases initiation of use occurs in the first two decades of life. Although most risk factors for substance use initiation are common across substances, some are substance-specific.Scientific Significance: This information may help in the development of empirically-based preventive interventions. (Am J Addict 2018;27:477-484). [ABSTRACT FROM AUTHOR]