I was introduced to the concept of RPing at the very beginning of fifth grade. The story is pretty much THE how I got into RPGs deal: my classmate's older brother was a gamer, my friend played with them once, told me about the experience and I really liked the idea, and wanted to try it as well. The game they played was M.A.G.U.S. - it's an early Hungarian fantasy RPG, with its own world (called Ynev) and system - of course, influenced by all kinds of stuff, but in retrospective, the system seems quite independent.
BUT.
We didn't play M.A.G.U.S., because we found the system too tedious. Also, its system used d10's and they were hard to come around (just one or two specialized shops were carrying them). So we sat down with this friend of mine and designed our own system with easy-to-get d6's and world. So basically the first game I played was a home made one. We read parts of the rulebook, my friend knew how to play, so we based it off of that. My friend did most of the mechanics (my only contribution was the damage system, with random hits - you rolled 2d6 or something and that determined which body part got hit). I did most of the world - it was a mixed bag, with some stuff picked up from Tolkien, but most of it came from either random ideas or Michael Ende's "The Neverending Story" which I was really into. My favourite thing was the silver city of Amarganth, so Amarganthians were a playable race. Ah, also at the first place, there was no distionction between races and classes. You couldn't be an Amarganthian Magician (but Amarganthians got some special spells), there was no Ranger class but a special race that were druids/rangers (called the Daravaqs or something equally FANTASY). But there were several human "subtypes", like fighter, magician, thief and bard. We played at school, during lunchbreaks, etc. Made tons of drawings, maps...
The funny thing is, my friend still has a folder full of our old papers!
A year or so later we switched to M.A.G.U.S., though. By the way, it's still published, now probably around its fifth or so edition. Lots of novels, too. Haven't played it in yeaaaars, though we have a plan to do some sorts of a retro nostalgia night and whip it out. I still remember most of the character generation rolls, experience tables...
What do I wish was my first RPG? Dunno, I'm happy the way it all turned out. It's good that I came into the hobby this way.
Edit: the very first "edition" of our game was very computer-influenced, and basically consisted of "pre-generated" character sheets I drew on index cards, with an inventory grid filled with artistically designed goods and weapons and whatnot. We ditched this approach the next day because, well, drawing those potions was way too fun to erase them when used!!