Good point. I did that research because you asked the other poster to do some homework and I did not see any results so I decided to go on my own and do some research and you were right! I found 21!
Although this may seem distracting from the topic it is not, because it is about making decisions based on information.
Let's take a look at the list:
Benh Zeitlin: won Oscar in 2012, was into filmmaking since 2004, made at least 1 short:
https://en.wikipedia.org/wiki/Benh_Zeitlin
Tony Gilroy: wrote 9 movies, produced 1. Earned his credits in Hollywood before directing
https://en.wikipedia.org/wiki/Tony_Gilroy
Bennet Miller: made a documentary that opened doors for him:
https://en.wikipedia.org/wiki/Bennett_Miller
Rob Marshall: came from theatre, directed several TV film before his first feature:
https://en.wikipedia.org/wiki/Rob_Marshall
Sam Mendez: directed plays since 1990 (including on Broadway) and got to direct American Beauty after 20 others turned the job down:
https://en.wikipedia.org/wiki/Sam_Mendes
Spike Jonze: made videos since 1889, his first music video in 1992, his firts short in 1997, made a total of 38 musicvideos (including pretty inonic one like Beasite Boys' Sabotage, Cannonball by The Breeders, Buddy Holly by Weezer) and 2 shorts before directing Being John Malkovich
https://en.wikipedia.org/wiki/Spike_Jonze
John Singleton appears to be the most recent example of a first time director without prior experience to win an Oscar. This is pretty exceptional. However, he was on the right place in the right time and not deemed without talent since it was 1990 when he enrolled in (and I quote
University of Southern California's Filmic Writing program under Margaret Mehring and her now-famous curriculum. The program was designed to take students directly into the Hollywood system as proficient writer/directors.
https://en.wikipedia.org/wiki/John_Singleton
Kevin Costner: before winning with Dancing With Wolves he had been acting for years, since 1987 considered to be an A-list actor. So he was no stranger in Hollywood:
https://en.wikipedia.org/wiki/Kevin_Costner
Jim Sheridan: before directing his first feature he was writing and directing for theater for years.
http://www.tribute.ca/people/jim-sheridan/6949/
Kenneth Brangh: was interested in theater and film since his youth, studied at the Royal Academy of Dramatic Art.
https://en.wikipedia.org/wiki/Kenneth_Branagh
Roland Joffé started as trainee director for TV in 1973. A decade before his Oscar winning debute:
https://en.wikipedia.org/wiki/Roland_Joffé
James L Brooks worked in LA for TV since 1965, in 1979 he worked on the film Starting Over which he wrote and co-produced with Alan J. Pakula.
https://en.wikipedia.org/wiki/James_L._Brooks
Hugh Hudson started as editor in the '60s and progressed to prodcing and directing commercials, made his first short in 1967 , made a documentary in the 70s, before winning an Oscar with his first feature
https://en.wikipedia.org/wiki/Hugh_Hudson
Robert Redford: acting since the 1950s. In 1969 he was executive producer for the first time.
Although he had around 3 decades to look at how it all works, it looks like Ordinary People was truely his first effort as director:
https://en.wikipedia.org/wiki/Robert_Redford
Warren Beatty: acting on TV since 1957, started producing in the 60s, won an Oscar in 1975 for his screenplay for Shampoo, before getting nominated for an Oscar in 1978 for his first feature as director
https://en.wikipedia.org/wiki/Warren_Beatty
Buck Henry acted and wrote many years for TV and film.
https://en.wikipedia.org/wiki/Buck_Henry
Mike Nichols acted in the 50s, directed stage plays since 1963 and due to his popularity he got invited by Warner Bros to direct Who's Afraid of Virginia Woolf?
https://en.wikipedia.org/wiki/Mike_Nichols
Jack Clayton followed the 'start at the bottom' career path, working his way up since 1935 up till 1959 when his first feature got nominated for 6 Oscars (but had to compete with Ben Hur... some movies take it all)
https://en.wikipedia.org/wiki/Jack_Clayton
Sidney Lumet appeared in a feature at the age of 15.
In 1946 he started an acting group: he was directing.
He also taught acting at the High School of Performing Arts.
https://en.wikipedia.org/wiki/Sidney_Lumet
Delbert Mann was a TV director.
His winning first feature was an adaptation from a TV show with the same name, which he also directed 2 years earlier:
https://en.wikipedia.org/wiki/Delbert_Mann
Orson Welles performed and staged theatrical experiments and productions since fourth grade.
Made his 'real' stage debut in 1931.
Made name with Ceasar on Broadway, War of the Worlds on Radio before offered the freedom to make Citizen Kane.
https://en.wikipedia.org/wiki/Orson_Welles
So, to round up the homework:
Except for John Singleton, who really, more or less came out of the blue (although he was in a program designed to enable that) all these directors had experience as director or where no stranger in Hollywood film business.
(With Robert Redford as the cool out of the blue director after decades of acting.)
Jack Clayton is clearly the classic example of working yourself up step by step.
Nevertheless: it doesn't make their accomplishments smaller or less special.
One can argue that this goes beyond the point of this topic, but ignoring what these director did before and therefor pretending these 21 examples can be compared with a first time director who hasn't even shot a 'sleeping cat' is a bit silly. Apples and bananas. (The color and shape are different
)
(BTW, the cat video question was more or less a joke, although it is a possibility to discover the fun of filming by filming your cat with your phone...)
A stranger to Hollywood (hence no funding from Hollywood) with no experience in filmmaking at all (hence no funding from whatever grants) and no money from other sources is very unlikely to get nominated for an Academy Award.
That's why I and others here suggest to get that experience.