Here's a really cool collection of clips circling around the internet today that shows 25 actors in lowly roles before they hit it big (though, Seth Rogen's first big role was 2 years earlier on Freaks & Geeks, not Donnie Darko).
They clearly weren't aiming for the very, very first one, though. Courteney Cox was first seen in Bruce Springsteen's Dancing in the Dark video from 3 years before the clip here - and trust me, I was there at the time: that role was VERY VERY visible. Bruce was bigger than you might remember, and as prominently as this girl appeared in the video, people were talking about her a LOT. We knew her name.
I think it's a terrible video, btw, directed by Martin Scorcese no less. A very eerie disconnect between the ostensible concert footage and weird lip sync. I won't mention the actual dancing. See, believe.
Before BMX Bandits, Nicole Kidman did a couple of TV movies, and this theatrical release, Bush Christmas.
Jack Black in Bob Roberts, 2 years before Neverending Story.
Before he was in Little Shop of Horrors in 1960, in 1958, Jack Nicholson was The Cry Baby Killer!