Apart from all the cap guns and BB guns I had as a kid (and I used to shoot borrowed .22 rifles from an upstate NY farmer) the first powder-actuated gun I actually bought on my own was a Beretta 948(?) pocket .22. (Around 1958 or 9 or so.)
Got it from a guy in college for $15, kept it in the dorms for a month until I went home during winter break.
Used to shoot it in our unfinished basement at about 50 feet at business cards when my Mom wasn't home. Got pretty good with it. Many 3/4" plywood sheets backstop, with solid concrete behind that.
But a pain in the patootie to pick up all the little cases that flew around. Sure enough, one ended up in the laundry, and I pleaded iggerence and stoopidity when she found it. "Wul, how should
I know how it got there? " Duhhh.....
...(passage of several years)....
Got married, used to keep it in a bedroom nightstand. Stolen when we left the back door open one day.
(Anger at me for leaving door open.)
Next actual purchased-by-me was a Nylon 66 bolt rifle. Still have that one. It's a real workhorse rifle. I was unhappy with the way the barrel was mounted to the receiver (wringing press fit and a pin) so I glued the barrel into the receiver and cut the top part of the fore-end off to reassemble the gun. Really accurate now. Mounted a 4X Leupold on it.
---EDIT: You know, I forgot the actual first gun that was "mine" was an Amberg 1918 Mauser. My brother-in law gave it to me when I was about nine years old, and told my mother it was a deactivated souvenir, so she let me keep it. Years later, I converted it to .30-06 and sporterized the stock.