The bit that goes first
A MAC address is 48 bits, but they do not leave the interface all at once, and they do not leave in the order you read them. IEEE 802.3 requires each octet of the address fields to be transmitted least significant bit first — and the least significant bit of the first octet is the I/G bit, the one that says whether the frame is addressed to a single device or to a group. (The preamble and the SFD run ahead of the address; they are not part of the frame.)
Two rules, one consequence. The IEEE states that each octet of the address fields goes out least significant bit first, and that the least significant bit of Octet 0 is the I/G. What follows is that the individual/group distinction is the first thing of the whole address to reach the wire — a receiver can begin deciding whether a frame concerns it after exactly one bit, without waiting for the first octet to finish. The IEEE states both rules; it does not state that the bit was placed there in order to arrive first.