To me, yes. The main reason is because it didn't pull any punches. But then again, the punches it doesn't pull are technically fictional within an already fictional world (book within a movie), if that makes sense. The tension is heavy, and the camera doesn't pull away from the scene.
Nocturnal Animals is only his second film, so I'd say that's still pretty damned impressive. I'm trying to think of anyone else who's made a name for themselves outside the industry who made a similar splash with their debut films. I don't know if they're comparable, but I can think of a few auspicious debuts. Slow West was directed by John Maclean, who was a member of The Beta Band. In Bruges was the debut feature of Martin McDonagh, a playwright. (Though he had previously won an Oscar for a short film he made.) Persepolis was directed by Marjane Satrapi, who wrote and illustrated the graphic novel the film is based on. These are all favorites of mine.
I dunno, I mean music videos are still a form of film direction - working with cameras, actors, music, sound, editing, VFX in some cases. Many film directors started out making music videos and commercials, running the gamut of David Fincher to Michael Bay to Michel Gondry to Mark Romanek to, hey, McG! Speaking of which, this was his first movie... Charlie's Angels (2000) - IMDb
Not film direction, but Nick Cave has written several screenplays, all of which were directed by John Hillcoat (The Proposition, Lawless)
Not his debut, but I'm always amazed that Boogie Nights was not only PTA's second film, but he was merely 27 when it came out.
It is exciting that Anderson is still so young, at least compared to other directors. He still has decades to grow as an artist.
I mean, obviously his films have horrific elements, and he creates tension that's palpable, but you know what I mean ¯\_(ツ)_/¯
did you hear about the film he's doing with Daniel-Day Lewis? I believe it is about he fashion industry. a quick google search suggests it might be out this year, even.