Don't know how we got on this topic but...
First Cassette: Achtung Baby
First CD: Metallica Black Album
First CD (gift I didn’t ask for): The Beatles - Sgt. Pepper’s
First CD (gift I asked for): Smashing Pumpkins - Mellon Collie & the Infinite Sadness
First CD (purchased with my own money): Nirvana - Unplugged in NYC
I think my first vinyl purchase was a used copy of Alice In Chains - Dirt sometime in 2001 or 2002.