Observations imply that long γ-ray bursts (GRBs) are originated from explosions of massive stars, therefore they may occur in the molecular clouds where their progenitors were born. We show here that the prompt optical-UV emission from GRBs may be delayed due to the dust extinction, which can well explain the observed optical delayed onset and fast rise in GRB 080319B. The density and the size of the molecular cloud around GRB 080319B are roughly constrained to be ~ 103cm-3 and ~ 8pc, respectively. We also investigate the other GRBs with prompt optical-UV data, and find similar values of the densities and sizes of the local molecular clouds. The future observations of prompt optical-UV emission from GRBs in subsecond timescale, e.g., by UFFO-Pathfinder and SVOM-GWAC, will provide more evidence and probes of the local GRB environments.