In Rory's timeline, he first met Melody Pond (River) as a child in Leadworth. As revealed in "Let's Kill Hitler", in her second (Mels) incarnation she somehow made her way to her parents' home town & grew up with them. We've never been told how she managed to find them, only that she did.
Rory, however, didn't know that his childhood friend Mels was really River (& was his & Amy's daughter) until, in front of him & Amy, she regenerated into her third (River) incarnation after being shot by Adolf Hitler.
It's less clear when the first meeting occurred in River's timeline, because we don't know exactly when Kovarian replaced the infant Melody with a "Ganger" duplicate. Depending on when the switch was made, the infant Melody may or may not have met Rory in "A Good Man Goes to War".
The young Melody (River) definitely did meet Rory in "The Impossible Astronaut"/"Day of the Moon". If the infant Melody who met Rory was already a "Ganger", this would have been the real Melody's first encounter with him.