i used to feel the same way about bands. like it seriously made me so upset that i didn't know about them "from the beginning"
but i think thats stupid, don't worry about that stuff :]
enjoy the music regardless of when you first heard it. the only thing good that comes out of knowing a band from the beginning is bragging rights. not that it's not nice to have a little band all to yourself. but if you want to keep that band to yourself, you don't really care about the music, if you did, you'd want everyone to hear it.
coming from someone who's been there, seriously don't beat yourself up because you only heard of them last year.
just a little ~rant.