Totally individual depending on circumstances.

My first DD would have had her first sleepover with my mum quite young, we were in an attached granny flat & bottlefeeding from early on. So only a couple of months, I think.
First friend sleepover was about 7.

The boys would have only been a few months too, by then we lived apart from mum but still very close & saw her several times a week. DS2 was BF to 14 mths but I'm sure he had a sleepover before weaning, can't recall how we did it but I probably would have expressed or comp fed formula.
First sleepover at about 11 for DS1, but he was a bedwetter so that was a big factor there. DS2 is 9 & had his first slumber party this year.

Pie has never slept away from me or DH at the same time and we have no real plans to yet...we dream of a weekend away but in reality it will be a while before I'm happy to leave her, and it will probably be with DD1. We haven't got the family here, my mother hasn't had anywhere near enough contact with her for me to be happy leaving Pie with her (ITMS).