I came across two early Marian apparitions that I never heard of before...interesting stuff!
Our Lady of the Pillar - Saragossa, Spain (ca. 40 AD)
After the crucifixion , ressurection and ascension of Jesus, his Apostles began to spread the message he left throughout Israel and shortly thereafter, through the Roman empire. One of these Apostles, James (the Greater), reportedly travelled as far west as Spain to the village of Saragossa in northeast Spain. While James was there, he became disheartened because of the failure of his mission. Tradition holds that while he was deep in prayer Jesus' Blessed Mother appeared to him and gave him a small wooden statue of herself and a column of jasper wood and instructed him to build a church in her honor:
"This place is to be my house, and this image and column shall be the title and altar of the temple that you shall build."
The jasper column and the wooden statue can still be seen on special occassions at a church that houses them. About a year after the apparition James arranged to build a small chapel in Mary's honor, the first Church ever dedicated to the honor of the Virgin Mary. After James returned to Jerusalem, he was executed by Herod Agrippa in about 44 AD, the first apostle to be martyred for his faith. Several of his disciples took his body and returned it for final burial in Spain. The local queen, observing several of the miracles performed by James' disciples, converted to Christianity and permitted James' body to be buried in a local field. Eight centuries later, a cathedral in honor of St. James was erected after his gravesite was rediscovered by a local hermit. The hermit found the burial site after noticing an unusual star formation. The site for the cathedral was called Compostella (starry field) and it is a major pilgrimage site to this day.
Saint Mary Major - Rome, Italy (ca. 352 AD)
With much of the Roman empire converted to Christianity, a number of pious Romans began to dedicate their wealth to honoring Mary and the Apostles by building shrines and churches dedicated to them. One such nobleman, John of Rome, and his wife decided to honor Mary in whatever way they could. In early August, John and his wife both had an unusual dream where Mary appeared to them and asked them to have a church built on one of Rome's seven hills - the Esquiline. John decided to tell the Pope, Liberius, about his dream and when he did the Pope told him that he, too, had a similar dream. On August 5th, they both went to Esquiline hill which they found covered with snow in a contour matching the outline of a church. Construction on a church conforming to the outline left by the snow was started immediately. The Bascilica of Santa Maria Maggiore in Rome, one of the largest churches on earth, celebrates its birth to this day on August 5th.