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We study the dynamics of a single active Brownian particle (ABP) in two spatial dimensions. The ABP has an intrinsic time scale set by the rotational diffusion constant . We show that, at short-times $t \ll D_R^{-1}$, the presence of `activness’ results in a strongly anisotropic and non-diffusive dynamics in the plane. We compute exactly the marginal distributions of the and position coordinates along with the radial distribution, which are all shown to be non-Brownian. In addition, we show that, at early times, the ABP has anomalous first-passage properties, characterized by non-Brownian exponents.

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