Gonna have to be Other, because it's more than one of the choices.
The first RPG I ever bought was the old FASA Doctor Who RPG. Wasn't looking for it, it was just shelved near the Sci-Fi & Fantasy books at Waldenbooks and caught my eye, and eventually enough interest to spend my very limited allowance on it. I never found anyone else to play it though.
The first RPG I ever played was AD&D 1st Edition. A few years after buying the Doctor Who RPG, I picked up the first trilogy of Dragonlance novels and got interested in trying out AD&D. A friend who'd played AD&D was the prize coordinator for the astronomy club I was in, and knew I was interested in getting into the game. When I won the best attendance award for the year, he donated a 1st Edition AD&D Player's Handbook as my prize. Him and a few other people I knew who played a little AD&D and some Top Secret were my first gaming group.
That was the late 80's, and in all the years since, I've only ever found one gaming group as a result of being in a gaming store. Given the quality of that group, I won't complain if I never find any others that way.