I'm a heretic: My first game wasn't D&D.
My friend John Cochrane got me a copy of TOP SECRET (not S.I., the original with the legs-gun-and-money cover) for my 12th birthday, June 1981. My parents followed up 6 months later with a copy of the D&D Basic Set for Christmas.
My mother accidentally bought a copy without shrinkwrap...and missing the dice (rectified a couple of days after Christmas with a trip to Friar Tuck's Bookstore in Bayshore, Long Island, where I picked up a set of dice). However, in addition to the rulebook and Keep on the Borderlands, someone had shoved a copy of AD&D module A1, Slave Pits of the Undercity, into the box. This was good, because it gave me a sneak look at the cool stuff that AD&D had to offer over Basic D&D, and led me to getting my AD&D books within the next year.
22 years. I haven't looked back, and now I write the stuff for a living!
GMS