What did Batman's first Batcave look like? J.J. Gould describes the evolution of Batcave in this neat article over at The Atlantic - you'd be surprised to know that in the beginning, there was no Batcave. Instead, there was the Bat Barn:
In the beginning, it didn't exist. There was a tunnel that ran from a staircase under Wayne Manor to an adjacent barn, with a winch that Batman and Robin could use to bring up the Batmobile or the Batplane -- as in this frame from 1940:
As you can see, there was also a lab, along with some other rooms for storing things or running mysterious, high-tech equipment.
In 1942, Bill Finger -- the writer who co-created Batman with artist Bob Kane -- indicated the presence of "secret underground hangars" at the Wayne property. But in 1943, the new Batman movie serials presented the Batcave for the first time as Bruce Wayne's main base of operations, featuring a state-of-the-art crime lab, which he accessed through a grandfather clock in the main house.