If you are looking to place a bet on what the first flower sighting of early spring will be, then a safe pick would be Draba verna. Known commonly as early Whitlow grass, the small stature of this tenacious mustard is quite deceiving. It is one tough cookie, certainly one of the toughest little plants I know. Though it is originally native to parts of Eurasia, encountering this little beauty after a long winter is a welcome treat.
If you want to find this species, you have to look where humans are. It excels in disturbance. I most often see it growing along the edges of gravel parking lots. It is quite variable in appearance but is nonetheless recognizable due to its early flowering period and bright white, four petaled flowers. It is not uncommon for there to be plenty of snow still on the ground when these little plants begin throwing up flower buds.
Like most winter weary denizens of the northern hemisphere, the flowers of Draba verna only seem to open on during bright, sunny days. There is good reason for this too. For starters, the few pollinators active this early in the season are only really out on fair weather days. Also, since dark and cloudy spring days are often cold and full of precipitation, it isn't worth the risk of damaging sensitive flower parts from wind, rain, or frost. Plants set seed by late spring but by that time ambient temperatures are too high for successful germination. Instead, seeds require a warm summer dormancy before they will begin germinating later in the fall. Sometimes the most interesting things come in very small packages.
Further Reading:
http://plants.usda.gov/core/profile?symbol=DRVE2
http://www.jstor.org/discover/10.2307/2483459?sid=21106125483663&uid=2&uid=4