Beginning sexual activity introduces an individual to the risk of acquiring sexually transmitted infections. In this study, cross-sectional behavioral data linked to HIV-status from 4,138 men and 4,948 women interviewed in rural Zimbabwe are analyzed to investigate the distribution and consequences of early first sex. We find that age at first sex (at a median age of 19 years for males and 18 years for females) has declined among males over the past 30 years but increased recently among females. Those in unskilled employment, those not associated with a church, and women without a primary education begin to have sex earlier than others. Early sexual debut before marriage precedes a lifetime of greater sexual activity but with more consistent condom use. Women who begin to have sex earlier than others of their age are more likely to be infected with HIV. This finding can be explained by their having a greater lifetime number of sexual partners than those whose first sexual experience occurs later.