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This article only deals with how to do this with a sorted list. If your list is unsorted, you can use the following formula in your conditional formatting:
=countif($A$1:A2,A2)=1

Notice the dollar signs ($).

This is going to count the number of occurences of the value in the currrent cell from the 1st cell in the range. By saying it is less than 2, it is saying the value is equal to 1, you are saying it is the first unique value - so highlight it.