I got my start with the war game Hero's Quest. After we exhausted it and our home-brewed adventures we naturally progressed into D&D. We eventually trickled into Darksword Adventures, Rifts, Cyberpunk, WEG Star Wars, World of Darkness, Battletech, SR, Ars Magica, and GURPS. DnD, WoD, and Star Wars were the most heavily played in my group. It was difficult to negotiate SR into the mix being the minority and all, meaning I GM'd most of the time, but SR was my favorite. I managed to collect every book up through 3rd, at one point, including a signed monogrammed hardcover 4ed book.
We home-brewed all of our adventures, so I couldn't tell ya what my first adventure was, but it was back in the 2e days. I usually played rigger combos. I had the cool cars, big guns, army of robots, and in one case my own personal antroform to ride in (think battle armor from Battletech with a Pilot rating, probably looked like something the A-Team built).