In mammals, the final number of oocytes available for reproduction of the next generation is defined at birth. Establishment of this oocyte pool is essential for fertility. Mammalian primordial germ cells form and migrate to the gonad during embryonic development. After arriving at the gonad, the germ cells are called oogonia and develop in clusters of cells called germ line cysts or oocyte nests. Subsequently, the oogonia enter meiosis and become oocytes. The oocyte nests break apart into individual cells and become packaged into primordial follicles. During this time, only a subset of oocytes ultimately survive and the remaining immature eggs die by programmed cell death. This phase of oocyte differentiation is poorly understood but molecules and mechanisms that regulate oocyte development are beginning to be identified. This review focuses on these early stages of female germ cell development.