Вариант с data.table
library(data.table)
setDT(df)[rowid(rleid(b)) == 1]
# a b
#1: 1 A
#2: 3 B
#3: 6 A
#4: 4 C
данными
df <- structure(list(a = c(1L, 4L, 5L, 3L, 3L, 2L, 4L, 6L, 2L, 4L,
1L), b = c("A", "A", "A", "B", "B", "B", "B", "A", "A", "C",
"C")), class = "data.frame", row.names = c("1", "2", "3", "4",
"5", "6", "7", "8", "9", "10", "11"))