The OPERA neutrino detector at the underground Gran Sasso Laboratory (LNGS) was designed to perform the first detection of neutrino oscillations in appearance mode, through the study of nu(mu) --> nu(tau) oscillations. The apparatus consists of a lead/emulsion-film target complemented by electronic detectors. It is placed in the high-energy, long-baseline CERN to LNGS beam (CNGS) 730 km away from the neutrino source. In August 2006, a first run with CNGS neutrinos was successfully conducted. A first sample of neutrino events was collected, statistically consistent with the integrated beam intensity. After a brief description of the beam and of the various sub-detectors, we report on the achievement of this milestone, presenting the first data and some analysis results.