This study employed a sample of twins who reported on their ages of tobacco, alcohol, and cannabis initiation, as well as symptoms of DSM-IV nicotine dependence, alcohol use disorder, and cannabis use disorder. Using behavior genetic modeling, we aimed to (a) establish the multivariate structure of genetic and environmental influences on early substance use initiation, (b) determine the multivariate structure of genetic and environmental risk for substance use disorder, and (c) evaluate the degree of overlap between the genetic and environmental contributions to initiation and disorder. Analyses identified significant shared environmental contributions to the timing of first substance use. There was strong support for a common pathway structure for the age of substance use initiation, and the multivariate structure of initiation differed across men and women. Significant overlap was found between the genetic influences on initiation and disorder, indicating that these processes partially stem from a common inherited liability. After accounting for genetic and shared environmental overlap, significant unique environmental correlations were observed, suggesting that early substance use uptake may exert some causal influence on risk for disorder.