Player's Option: Skills & Power (french version), I think. Either that, or The Forgotten Realms Adventure Guide (french version also), or the 2e FR boxed set (original version).
But they were purchased by my brother, and I didn't used them. Perused a bit, laughed at silly rules (so elves can't be druids, bards, or rangers; despite these classes being the most fit to their description ? -- just for example), and left to gather dust.
He played AD&D at a club I didn't go to. At home, we played other games, like Ars Magica, some White Wolferies, and some French games no non-French have ever heard off (well, you may have heard of INS/MV, but this one we didn't played much).
So, the first D&D book I really used was the 3e PH (WotC's official abreviation of Player's Handbook, even if everyone says PHB for Player's Hand Book because of TSR).