Ambush Bug first appeared in DC Comics Presents #52, as a relatively silly villain.
Rogue first appeared in Avengers Annual #10. She looked middle-aged in that issue and seemed 10 years younger when she showed up in X-Men, but that might have just been a difference between artists.
"Injustice anywhere is a threat to justice everywhere."
Martin Luther King Jr., Letter from Birmingham Jail, April 16, 1963
"There's not much of a difference between a stadium full of cheering fans and an angry crowd screaming abuse at you. They're both just making a lot of noise. How you take it is up to you. Convince yourself they're cheering for you. You do that, and some day, they will. And that's how Sue Cs it."- Sue Sylvester, "Glee"
Quick, guess which major DC character first appeared in this comic:
Yes, it's... Zatanna!
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In Flash Comics, he wasn't even on all the covers - they alternated covers between Flash and Hawkman.
"Leviathans have tried and failed! You will not eat the true Sub-Mariner!"
Namor, Defenders #3
Crazy Quilt, best known as Batman (or, more specifically, a Robin villain) made his first appearance battling the Boy Commandos in Boy Commandos #15.
MarkAndrew at Comics Should Be Good
A few more surprising first appearances...with astonishing longevity!
Guardians of the Galaxy - Marvel Super Heroes #18 (January, 1969; also introduces the alien race the Badoon)
Natasha Romanoff, the Black Widow (as a cold war spy femme fatale villain vs. Iron Man) - Tales of Suspense #52
Nick Fury (superspy with eyepatch) - Strange Tales #135
Adam Warlock (as "Him") - Fantastic Four #66
The High Evolutionary - Thor #134