Infection by malaria parasites begins with the inoculation of sporozoites into the skin of the host. The early events following sporozoite deposition in the dermis are critical for both the establishment of malaria infection and for the induction of protective immune responses. The initial sporozoite inoculum is generally low, and only a small percentage of these sporozoites successfully reach the liver and grow to the next life cycle stage, making this a significant bottleneck for the parasite. Recent studies highlight the importance of sporozoite motility and host cell traversal in dermal exit. Importantly, protective immune responses against sporozoites and liver stages of Plasmodium are induced by dendritic cells in the lymph node draining the skin inoculation site. The cellular, molecular, and immunological events that occur in the skin and associated lymph nodes are the topic of this review.