In this paper we present the Adaptive Optics Lucky Imager (AOLI), a state-of-the-art instrument which makes use of two well proved techniques for extremely high spatial resolution with ground-based telescopes: Lucky Imaging (LI) and Adaptive Optics (AO). AOLI comprises an AO system, including a low order non-linear curvature wavefront sensor together with a 241 actuators deformable mirror, a science array of four 1024x1024 EMCCDs, allowing a 120×120 down to 36×36" field of view, a calibration subsystem and a powerful LI software. Thanks to the revolutionary WFS, AOLI shall have the capability of using faint reference stars (I˜16.5-17.5), enabling it to be used over a much wider part of the sky than with common Shack-Hartmann AO systems. This instrument saw first light in September 2013 at William Herschel Telescope. Although the instrument was not complete, these commissioning demonstrated its feasibility, obtaining a FWHM for the best PSF of 0.151±0.005" and a plate scale of 55.0±0.3 {mas} {pix}^{-1}. Those observations served us to prove some characteristics of the interesting multiple T Tauri system LkHα 262-263, finding it to be gravitationally bounded. This interesting multiple system mixes the presence of proto-planetary discs, one proved to be double, and the first-time optically resolved pair LkHα 263AB (0.42" separation).