This question asks you about the first time you entered the US under the immigration status you selected on the previous question - "What is your current immigration status?".
If you have changed your status while in the US and have not physically left to re-enter the US with your new status you should fill out the date you switched to your new status. For tax purposes, a change in Visa types is considered as a separate US entry.
If you have been granted an extension to your existing status while in the US and have not left to re-enter the US, you have to fill out the date you entered with your current status, not the date of when you received the extension.