My first magic item in the game ever was a +1 short sword, perfect for my halfling thief. In the very next game we were captured, and a goblin chief took my sword for himself. Most of the next session involved me tracking him down to get my sword back.
The first really cool magic item he got was a +2 dagger that could do double damage once per day by twisting the hilt. Especially handy during a backstab (that's sneak attack for you youngsters!)
The item that completely transformed him as a character was the Girdle of Frost Giant Strength. What was once a skulking, stealthy thief became a super-agile, super-strong engine of combat destruction.