Non-medical use of opioid analgesics (OAs) has increased in the United States over the past decade, yet there has been little in-depth exploration into the circumstances of initiation of OA misuse. This study is based on qualitative data from five focus groups conducted with individuals who misused OAs in New York City. Participants (n = 19) were aged between 20 and 47 years. The majority were male (n = 14) and non-Hispanic White (n = 12). Three initiate groups were identified: recreational initiates, who typically began misusing OAs in their teens through non-medical sources; medical initiates, who initiated OA use through medical treatment; and experienced opioid users, who initiated OA use through both recreational and medical channels but whose entry into misuse followed a history of heroin use. Findings show heterogeneous patterns of initiation, indicating the need for prevention and intervention strategies to be tailored to particular groups.