If by "documented" you mean refer only to surviving, contemporary written accounts, then the first documented encounter between Australians and non-Australians occurred on February 26, 1606. On that day, a Dutch expedition led by Willem Janszoon, made landfall near Weipa, Queensland, in Awngthim country. Hostilities with the Awngthim and the Dutch cut that encounter short, and Dutch continued to face a hostile reaction until the reached the Wik-Mungkana, near present-day Aurukun Mission Station (about 100 km / 62 miles south of Weipa). The Wik-Mungkana allowed the Dutch to set up a camp on the beach, collect water, and trade tobacco, but this young friendship quickly soured too. In Wik-Mungkana oral history, the cause of the conflict was the Dutch sexually harassing (if not outright raping) the women and forcing the men to hunt for them. The Dutch accounts are less specific - they weren't terribly concerned with understanding the motives of people deemed "cruel black barbarians." After this botched attempt at peaceful interaction, the Dutch turned back and returned to the East Indies.

Now, if by "documented," you mean encounters for which we have evidence for today but weren't necessarily written about at the time, that opens up a whole range of possibilities. I'll work my backwards through time.

Prior to the arrival of the Dutch, there may have been other encounters with Europeans - mainly Portuguese - that were either never recorded or their records have since been lost. This 1543 map, for example, shows a peculiar western lobe of South America, which has a coastline suspiciously similar, in broad strokes, to that of Western Australia. It has another landmass south of Indonesia known as Jave la Grande or Java Major, a semi-legendary land mentioned by Marco Polo as a the largest island in the world, which might be a reference to Australia, with this map confusing the two landmasses as separate locations.

Prior to British colonization and probably prior to European contact in general, here's a long history of interaction between people on the Top End of Australia and in the Kimberley with people from Indonesia and perhaps mainland Asia. By the late-1700s and early-1800s, a thousand Macassan fishermen from Indonesia arrived in Arnhem Land each year to trade with the Yolngu and fish for trepang, an edible sea cucumber that was popular in Chinese markets. The Yolngu would work with the Macassans, and some even joined the crews of vessels sailing back to Indonesia. In general, in Arnhem Land the relationship between the Macassans and the local people was quite good. In the Kimberley, it seems that in the historic period at least, the relationship was considerably worse, with the Macassans needing to fortify their camps and the Kimberley peoples accusing the Macassans for violating the wurnan law that governed trade in the region. While the Macassan trade was well established by the 1700s, there's some debate on exactly when it got started. Australian artwork depicting Macassan praus date back to at least 1664 and possibly as early as 1517. Carbon dating on the oldest known trepanger camps indicate that they were established by at least 1520 and possibly as early as 1170 - though it's also suggested that the particularly old dates are due to indigenous activities at the sites which pre-date the arrival of Indonesian fishermen. Also dating to the 12th Century is a coin found on an island off the coast of Arnhem Land. It had been minted in Kilwa, the dominant city-state on the East African coast at the time, though its uncertain whether the coin got to Australia as part of the contemporary Indian Ocean trade network or if it arrived much later via hypothetical Portguese explorers (where were also known to have sacked Kilwa as Portugal asserted its power into the Indian Ocean trading sphere).

Yolngu oral traditions also talk about the Baijini, a people who pre-dated the Macassans but otherwise were quite similar. The Baijini came from the north, brought tamarind trees, traded, and fished for trepang. They were also known for being rice farmers and, unlike the Macassans, they seem to have come as settlers too, bringing women too and building houses, rather being seasonal visitors. When they came to Australia, they were met by the Djanggawul - the Ancestors of the Yolngu. There's a lot of speculation concerning the identity of the Baijini. Are they the Ancestors of the Macassans? Are they another group of Indonesians? Are they Chinese? Are they a historic group at all? A lot of questions here with no answers as of yet.

Going back even further, by 2500 years ago at least, Austronesian-speaking Melanesians arrived in the Torres Strait Islands and began interacting with the Australians in the area. While there was conflict between the group, there was also peaceful interactions too. Historically speaking, spears made in Cape York were in high demand on the islands as the were ideally suited for hunting dugong. The people of Cape York, in turn, learned how to make sailing outrigger canoes from the Torres Strait Islanders, and spread that knowledge even further south.

Going back even further still, around 4000 years ago, there appears to have been notable migration of peoples from India into Australia, which is still detectable today in Australian genetics. Unfortunately the circumstances surrounding this event is currently unknown. Also around this time, the dingo arrives in Australia from the north. Again, whether these events are related or the timing is coincidental is unknown.