FASER$\nu$ at the CERN Large Hadron Collider (LHC) is designed to directly detect collider neutrinos for the first time and study their cross sections at TeV energies, where no such measurements currently exist. In 2018, a pilot detector employing emulsion films was installed in the far-forward region of ATLAS, 480 m from the interaction point, and collected 12.2 fb$^{-1}$ of proton-proton collision data at a center-of-mass energy of 13 TeV. We describe the analysis of this pilot run data and the observation of the first neutrino interaction candidates at the LHC. This milestone paves the way for high-energy neutrino measurements at current and future colliders. Comment: Auxiliary materials are available at https://faser.web.cern.ch/fasernu-first-neutrino-interaction-candidates
