The first expedition to depart for the continent (Antarctica) was a Russian expedition led by Fabian Gottlieb von Bellingshausen and Mikhail Lazarev in 1820. They are credited with the first generally recognized sighting of the Antarctic continent on January 27 or 28, 1820.
If the question refers to the first expedition to depart for a continent other than Antarctica, such as the Lewis and Clark Expedition for the North American continent, that expedition departed in 1804 from the United States to explore the western part of North America.
Please specify if the continent of interest is Antarctica or another one for more precision.
