Probably the first ever was the first time I ever saw a Surefire 6P long ago. My friends father had one out at their cabin.
First light of my own was an iNova XS. It came with a battery in it. At the time $35 for a single AAA seemed pretty expensive. Got out to my truck and before I left the parking lot I shined it on aimed at the footwell on the passenger side. 53 lumens. I was giggling like I had just invented fire. I couldn't believe the power of that little light. Even now with all the tint snobbery and such, I came back to that light and I'm amazed at how truly white the beam is and how nicely it actually renders colors. The new XS with the clicky, not so much.
In recent times I feel it's a bit murky, with so many lights that have had at least some type of effect on me. I guess I'd say my Prometheus Alpha ready made. That was my first light in the custom/high end/online only/not found in stores category. And it was a game changer. Suddenly all my other lights were basically obsolete, and the path to McGizmo, Cool Fall, Malkoff, HDS, 47s, LensLight, Oveready, Muyshondt, etc had begun.