A long-term goal of language agents is to learn and improve through their own experience, ultimately outperforming humans in complex, real-world tasks. However, training agents from experience data with reinforcement learning remains difficult in many environments, which either lack verifiable rewards (e.g., websites) or require inefficient long-horizon rollouts (e.g., multi-turn tool use). As a result, most current agents rely on supervised fine-tuning on expert data, which is challenging to scale and generalizes poorly. This limitation stems from the nature of expert demonstrations: they capture only a narrow range of scenarios, and expose the agent to limited environment diversity. We address this limitation with a middle-ground paradigm we call early experience: interaction data generated by the agent's own actions, where the resulting future states serve as supervision without reward signals. Within this paradigm, we study two strategies of using such data: (1) implicit world modeling, which uses collected states to ground the policy in environment dynamics; and (2) self-reflection, where the agent learns from its suboptimal actions to improve reasoning and decision-making. Evaluation across eight diverse environments and multiple model families shows that our approaches consistently improve effectiveness and out-of-domain generalization, highlighting the value of early experience. Moreover, in environments with verifiable rewards, our results provide promising signals that early experience offers a strong foundation for subsequent reinforcement learning, making it a practical bridge between imitation learning and fully experience-driven agents.