Gwenpool made me rethink my position about first appearances, because I've never been in the ads-are-appearances camp; it's always been an appearance in a story. But my instinct regarding Gwenpool was that even though there was no story tied to her in Deadpool's Secret Secret Wars, the cover was her first appearance.
So I've refined my position to separate marketing content from creative content. An "appearance" in comic collecting terminology, to me, implies a depiction (or being a presence, in the case of characters that were in the shadows, only contributed a dialogue bubble, etc.) in creative content (stories, covers, pin-ups, etc.) rather than marketing content (ads, editorials, news pieces, and previews). This distinction I think helps clarify why my gut told me that previews shouldn't be considered appearances when the same thing is printed in those (with few exceptions) compared to the actual comic book. While I certainly think that there's a market for those (and, as an aside, the market never decides what a character's first appearance is, but the market does decide what is generally a desirable thing to own by voting with dollars), I think that those are secondary to the actual creative content, because without the content to be sold, the marketing is irrelevant and pointless.