Let (ξ k , η k ) k∈N be independent identically distributed random vectors with arbitrarily dependent positive components. We call a (globally) perturbed random walk a random sequenceConsider a general branching process generated by T and denote by N j (t) the number of the jth generation individuals with birth times ≤ t. We treat early generations, that is, fixed generations j which do not depend on t. In this setting we prove counterparts for EN j of the Blackwell theorem and the key renewal theorem, prove a strong law of large numbers for N j , find the first-order asymptotics for the variance of N j . Also, we prove a functional limit theorem for the vector-valued process (N 1 (ut), . . . , N j (ut)) u≥0 , properly normalized and centered, as t → ∞. The limit is a vector-valued Gaussian process whose components are integrated Brownian motions.