Although the link between long Gamma Ray Bursts (GRBs) and supernovae (SNe) has been established, hitherto there have been no observations of the beginning of a supernova explosion and its intimate link to a GRB. In particular, we do not know however how a GRB jet emerges from the star surface nor how a GRB progenitor explodes. Here we report on observations of the close GRB060218 and its connection to SN2006aj. In addition to the classical non-thermal emission, GRB060218 shows a thermal component in its X-ray spectrum, which cools and shifts into the optical/UV band as time passes. We interpret these features as arising from the break out of a shock driven by a mildly relativistic shell into the dense wind surrounding the progenitor. Our observations allow us for the first time to catch a SN in the act of exploding, to directly observe the shock break-out and to provide strong evidence that the GRB progenitor was a Wolf-Rayet star.
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