My very first gun was a gift from my Dad. A Ruger MKI. I still have it. I wouldn't be surprised if the round count was over 100,000 (we used to shoot alot in the old days).
The first centerfire gun (also from dad) was a Colt Government model. Series 80. It's been heavily modified, but I still have it.
The first gun I bought on my own (after turning 21) was a Taurus PT-99. Exceptional piece. Unfortunately, I traded it to my dad for something else and he subsequently traded it off on something else he liked.
My most interesting "first" is a gun my father bought for himself, kept it for 10 years, then gave it to his dad who subsequently gave it back to him. Hung on to it for a while, then gave it to me. So, I have this really pristine S&W 19-3 that was owned by my grandfather and my father.