Twin-roll continuous casting technology is rapidly approaching commercialisation. Fundamentally different than conventional continuous casting, heat transfer and hence solidification during twin-roll casting are governed by the interfacial melt/mould thermal resistance, as opposed to the resistance of the solidifying shell. Under these conditions the interface resistance is predominantly controlled by the melt/substrate wetting behaviour. The very early stages of melt/mould contact are characterised by highly transient heat transfer conditions. The overall melt cooling rates prior to the formation of the first solid are reported to be in the range of 1000 - 50000 K/s with melt undercoolings of up to 300 K. At the points of intimate melt/mould contact the thermal resistance is approaching zero, where cooling rates and undercooling much larger than those reported in the literature are probably occurring. Improved wetting will reduce the energy barrier for nucleation while at the same time increasing the cooling rate of the liquid. Since the overall nucleation rate is controlled both by the rate of cluster formation and the rate of atom transfer to the nucleus, a critical cooling rate will exist above which the nucleation rate is expected to be reduced. Under these conditions, it is possible that the first solid phase to form is a metastable glass which subsequently transforms into a crystalline phase. The implications on nucleation and early growth are also discussed.