user19382: I started the captions too late in the video and now I need to extend it earlier, but I'm getting this message:

Is there a way to extend it to the left without having to re-position each individual caption? How?

user22735: The default commands for any clip edit are: 
Extend Next Edit to Playhead (Shift-W) 
Extend Previous Edit to Playhead (Shift-Q)
So selecting those captions, you should be able to use those hotkeys and it will match the next edit or the previous one.
If this isn't what you're looking for, dig into the hotkeys.   Hotkeys are the lifeblood of navigating premiere effectively. 

user30405: There is a 3-step solution-

Insert an empty caption in the beginning
Move captions to 0 mark of your sequence
If you hold CMD/CTRL while dragging out the end of a caption, it ripple-shifts all the captions after it. So just grab the tail of first, empty caption and extend it to the mark where the text should begin


19382: <p>I started the captions too late in the video and now I need to extend it earlier, but I'm getting this message:</p>
<p><a href="https://i.stack.imgur.com/U6ahW.png" rel="nofollow noreferrer"><img src="https://i.stack.imgur.com/U6ahW.png" alt="enter image description here" /></a></p>
<p>Is there a way to extend it to the left without having to re-position each individual caption? How?</p>
 22735: <p>The default commands for any clip edit are: </p>

<p>Extend Next Edit to Playhead (Shift-W) 
Extend Previous Edit to Playhead (Shift-Q)</p>

<p>So selecting those captions, you should be able to use those hotkeys and it will match the next edit or the previous one.</p>

<p>If this isn't what you're looking for, dig into the hotkeys.   Hotkeys are the lifeblood of navigating premiere effectively. </p>
 30405: <p>There is a 3-step solution-</p>
<ol>
<li>Insert an empty caption in the beginning</li>
<li>Move captions to 0 mark of your sequence</li>
<li>If you hold <kbd>CMD</kbd>/<kbd>CTRL</kbd> while dragging out the end of a caption, it ripple-shifts all the captions after it. So just grab the tail of first, empty caption and extend it to the mark where the text should begin<img src="https://i.stack.imgur.com/xDBrm.jpg" alt="How to move captions to the beginning" /></li>
</ol>
