Where is the earliest place I can get a thunderstone?
Can you specify which game you're playing?
Given this is the 4th Gen Q&A here are the earliest places you can get a Thunder Stone:
D/P/Pt - Dig it up when in the Underground, but in Platinum you can find one in the Solaceon Ruins. One can also be obtained in Sunyshore City.
HG/SS - Prize from defeating Lass Dana (she's on Route 38) in a rematch provided you registered her in the Pokegear. One can also be obtained from Bill's grandfather in Fuchsia City.