Hepatitis B virus (HBV) remains a major public health concern, with more than 250 million chronically infected people who are at high risk of developing liver diseases, including cirrhosis and hepatocellular carcinoma. Although antiviral treatments efficiently control virus replication and improve liver function, they cannot cure HBV infection. Viral persistence is due to the maintenance of the viral circular episomal DNA, called covalently closed circular DNA (cccDNA), in the nuclei of infected cells. cccDNA not only resists antiviral therapies, but also escapes innate antiviral surveillance. This viral DNA intermediate plays a central role in HBV replication, as cccDNA is the template for the transcription of all viral RNAs, including pregenomic RNA (pgRNA), which in turn feeds the formation of cccDNA through a step of reverse transcription. The establishment and/or expression of cccDNA is thus a prime target for the eradication of HBV. In this review, we provide an update on the current knowledge on the initial steps of HBV infection, from the nuclear import of the nucleocapsid to the formation of the cccDNA.