Because variation in age of first reproduction can have major effects on individual fitness and population dynamics, it is important to understand what maintains that variability. Although early primiparity is assumed to be costly, it is sometimes associated with high lifetime reproductive success. We used a long‐term study on bighorn sheep Ovis canadensis to determine what variables affect age at first reproduction, investigate the impact of primiparity on body resources and quantify the reproductive performance of primiparous ewes. We then examined the consequences of delayed primiparity on adult body mass, longevity and lifetime reproductive success. Environmental conditions during early development, body mass as a yearling, genotype and maternal effects affected age of primiparity. Primiparous ewes lost more mass in winter and gained less mass in summer than multiparous ewes. Small yearling ewes that postponed reproduction attained similar adult mass than heavy yearling ewes who reproduced at a younger age. Early primiparity did not reduce longevity and was positively associated with lifetime reproductive success. Starting to reproduce as soon as possible appears to maximize fitness of females. When early life conditions are unfavorable, however, delayed primiparity allows greater body growth and likely maximizes survival. The combination of a conservative reproductive strategy and maternal effects on age of primiparity may partly delay population recovery following density‐dependent declines.