When I got my first job after U, but after a brief burst of enthusiasm I let it slide for 6-7 years or so while I put all my energy into my own business.
I worked part-time at a bank when I was 19 so I started one then. Mulroney was still PM (and was actually popular at the time) and interest rates were quite high. I bought a simple GIC at the bank and locked in for 5 years at 12% or something like that. Since I only worked part-time, my earnings were low and I was only able to contribute a max of $1200.
During university I didn't really work much but I still contributed a paltry amount to a bank RSP (GIC). Then I started working for real and thus started contributing for real. Been at it ever since.
This raises a second question; How early is early enough, and how large a contribution is adequate??
As an aside, for those who start late, RRSP catch up loans are a great way to reduce contribution room and eventually get to the point where you are maxing out every year. The only downside is that you have to invest money in large chunks for a time, in order to make up for the shortfall.
If the Conservatives get in and go ahead with their giv-a-ways, you may be better to participate in the capital gain deferral program and forget about RSP's.