Graph neural networks (GNNs) have been widely applied in the recommendation tasks and have achieved very appealing performance. However, most GNN-based recommendation methods suffer from the problem of data sparsity in practice. Meanwhile, pre-training techniques have achieved great success in mitigating data sparsity in various domains such as natural language processing (NLP) and computer vision (CV). Thus, graph pre-training has the great potential to alleviate data sparsity in GNN-based recommendations. However, pre-training GNNs for recommendations faces unique challenges. For example, user-item interaction graphs in different recommendation tasks have distinct sets of users and items, and they often present different properties. Therefore, the successful mechanisms commonly used in NLP and CV to transfer knowledge from pre-training tasks to downstream tasks such as sharing learned embeddings or feature extractors are not directly applicable to existing GNN-based recommendations models. To tackle these challenges, we delicately design an adaptive graph pre-training framework for localized collaborative filtering (ADAPT). It does not require transferring user/item embeddings, and is able to capture both the common knowledge across different graphs and the uniqueness for each graph simultaneously. Extensive experimental results have demonstrated the effectiveness and superiority of ADAPT.