If you are in the vanguard, you're up front. It could be that you are in the vanguard of an advancing army, or in the vanguard of any movement, trend, or occupation.
Vanguard is an old variation of the French word avant-garde meaning "fore-guard" or "front guard." Vanguard and avant-garde have the same basic meaning, but avant-garde generally describes artistic endeavors, while vanguard can be more widely applied. You might talk about the vanguard of fashion on the red carpet, the vanguard of medical research at a university, or the vanguard of a political movement at a demonstration.