Mine was Nocturnal Illusion, same as @Ultralazuli. It was on a CD offered with a magazine I used to buy alongside True Love, Three Sisters Story, Paradise Heights and Viper V16.
Edit: for the French people here the magazine was called Kabuki.
Bible Black, first time ever playing adult vn genre it was so good back then. Wish i forget all this porn game and played it for the first time again lol.
Leisure Suit Larry in the Land of the Lounge Lizards. I was still young enough for most of the humor to go straight over my head, but already old enough to appreciate some heavily pixelated tits.
The LOP games were the first ones I played that had graphics and a storyline. Before that there were a few other things like an adult version of monopoly, strip poker, etc.
Some crazy game on a BBS(Bulletin Board System) in the early 80's. You could play as male, female or bi and get to screw everybody. Terrible Ascii images and you hoped that you didn't lose your phone connection to a new thing called Call Waiting.
Just like @BeCe - 3 Sisters Story was one of my first games because I started way back and there were no western adult titles (except Lula, but that was later, and Leisure Suit Larry and Cocktail Adventures).
But very first... I think it was Paradise Heights 1, followed by True Love and Season of Sakura, PH2 and then, my all time favourite, one and only - Divi Dead ( I absolutely adore that game).
My Cute Roommate,despite it's bugs I love it,go to work, get smacked out,get evicted for blowing on the floor puzzels, tried several since,only found one other that I enjoy,these games are so addictive I might just give up Skyrim Loverslab edition