Observations of the optical afterglow of GRB 041006 with the Kiso Observatory 1.05 m Schmidt telescope, the Lulin Observatory 1.0 m telescope and the Xinglong Observatory 0.6 m telescope. Three-bands (B, V and R) of photometric data points were obtained on 2004 October 6, 0.025-0.329 days after the burst. These very early multi band light curves imply the existence of a color dependent plateau phase. The B-band light curve shows a clear plateau at around 0.03 days after the burst. The R band light curve shows the hint of a plateau, or a possible slope change, at around 0.1 days after the burst. The overall behavior of these multi-band light curves may be interpreted in terms of the sum of two separate components, one showing a monotonic decay the other exhibiting a rising and a falling phase, as described by the standard afterglow model.