X-ray transients, such as accreting neutron stars, periodically undergo outbursts, thought to be caused by a thermal-viscous instability in the accretion disk. Usually outbursts of accreting neutron stars are identified when the accretion disk has undergone an instability, and the persistent X-ray flux has risen to a threshold detectable by all sky monitors on X-ray space observatories. Here we present the earliest known combined optical, UV, and X-ray monitoring observations of the outburst onset of an accreting neutron star low mass X-ray binary system. We observed a significant, continuing increase in the optical i-band magnitude starting on July 25, 12 days before the first X-ray detection with Swift/XRT and NICER (August 6), during the onset of the 2019 outburst of SAX J1808.4-3658. We also observed a 4 day optical to X-ray rise delay, and a 2 day UV to X-ray delay, at the onset of the outburst. We present the multiwavelength observations that were obtained, discussing the theory of outbursts in X-ray transients, including the disk instability model, and the implications of the delay. This work is an important confirmation of the delay in optical to X-ray emission during the onset of outbursts in low mass X-ray binaries, which has only previously been measured with less sensitive all sky monitors. We find observational evidence that the outburst is triggered by ionisation of hydrogen in the disk.