  Using an expansion of the order parameter over the eigenfunctions of the
linearized first Ginzburg-Landau (GL) equation, we obtain numerically the
saddle points of the free energy separating the stable states with different
number of vortices. In contrast to known surface and geometrical barrier
models, we find that in a wide range of magnetic fields below the penetration
field, the saddle point state for flux penetration into a disk does not
correspond to a vortex located nearby the sample boundary, but to a region of
suppressed superconductivity at the disk edge with no winding of the current,
and which is {\it a nucleus} for the following vortex creation. The height of
this {\it nucleation barrier}, which determines the time of flux penetration,
is calculated for different disk radii and magnetic fields.
