Abstract Madden–Julian oscillation (MJO) initiation in the real-time multivariate MJO (RMM) index is explored through an analysis of observed case studies and composite events. Specific examples illustrate that both the dates of MJO initiation and the existence of the MJO itself can vary substantially among several well-known MJO indices, depending on whether the focus is on convection or circulation. Composites of “primary” MJO initiation events in which the RMM index rapidly increases in amplitude from a non-MJO state to an MJO state are presented and are supplemented by two case studies from the 1985/86 winter season. Results illustrate that, for primary MJO initiation events in the Indian Ocean (RMM phase 1), slowly eastward-propagating 850-hPa (200 hPa) easterly (westerly) anomalies over the Indian Ocean precede the amplification of the RMM index by at least 10 days, while suppressed convection over the western Pacific Ocean precedes the amplification by 5 days. These “local” Eastern Hemispheric predecessor signals are similar to those found in successive (well established) MJO events but are not captured by the global-scale RMM index because of their smaller zonal scale. The development of a primary MJO event is thus often transparent in the RMM index, since it occurs on scales smaller than zonal wavenumber 1, particularly in convection. Even when the RMM index is altered to respond to convection only, the same local precursor signals are found. Both composites and case studies suggest that, for primary MJO initiation events in the Indian Ocean, the development of global-scale circulation anomalies typically precedes the onset of large-scale deep convection.