wow. That's stretching the memory....
I can't remember the FIRST game, but I remember some of the first....
Meelee Blaster
One Must Fall (already mentioned, but AMAZING fun)
Police Quest series. ( So much fun typing commands )
Space Quest series. ( the funniest games I remember )
and, the first game I ever bought.....
Kings Quest III: To Heir is Human
I spent 20 dollars on that game, when I was 13. Alot of money for a game at that time.