First one I ever read was a What If? book. I was in elementary school and another kid was reading What If? #50 (What If The Hulk Had Killed Wolverine?), and the cover, featuring a raised, shiny Wolverine skeleton, caught my eye. I asked him about it and he said he was done with it and just let me have it.
First one I ever bought would have to be X-Men Adventures #6, which I believe I got at a pharmacy.
Still have both.