The X-Men Vol. 1 #10 (1963-1981)
1st appearance of Ka-Zar (Lord Kevin Plunder)
1st appearance of Zabu (Smilodon)
1st appearance of the Savage Land (see note below)
"The Coming of... Ka-Zar!"
Even though he is not a mutant, Xavier allows the X-Men to travel to Antarctica and enter the Savage Land to investigate the noble savage, Ka-Zar. They end up having to save Jean and Warren from being sacrificed by the savage Swamp Men.
NOTE: In Marvel Mystery Comics #22 (Aug. 1941) a place referred to as "The Land Where Time Stands Still" has been ret-conned to be at least a part of the Savage Land and therefore it's unofficial first appearance. However, this issue of The X-Men is the first appearance of the Savage Land as known to most collectors and comic book historians.