Not counting airguns, my first was a Ruger GP100 .357. Stainless steel, 4" bbl, adjustable sights.
I still have it, and always will, as long as I have a gun. It's also one of the most accurate centerfire pistols I have fired.
I've traded and sold a lot of guns, including my second which was a Beretta 92FS Stainless. I missed it so bad, I bought another later just like it. Sold that one just before I got married and missed it so bad I bought another Beretta awhile back--this time a 92G Elite II. I customized it enough so that I can't get my money back out of it. I figure that's one way to make sure I don't ever sell/trade it.
My first rifle was a stainless steel Ranch Rifle in .223. It had a black/grey laminated stock. Sold or traded it years ago. No particular attachment there, I never wish I had it back. My second rifle was a Colt AR-15 HB Match Target. I traded it for an AR-10 that I traded for something else, etc. I miss that Colt. It was a nice rifle.
My first shotgun was a Winchester 1300 Defender. I gave that to my sister and her family years back. I've only owned two scatterguns and still have the second, an 870 Marine Magnum.
Guns I plan to keep forever.
Ruger GP100--first gun
Beretta 92G Elite II
CZ 452 Ultra Lux .22
SA-85M (Hungarian Semi-Auto AK)--Lisa gave me this on my first birthday after we got married.
Model 38 Swedish Mauser--another birthday present from Lisa
Beeman R7 .177 Air Rifle--R7 owners will understand. This is also the only one of my guns that has a name.
Sheridan Air Rifle--The folks gave me this for my last birthday before I moved out--my dad refinished the stock while I was away at college.
FWB Model 65 Mk I Air Pistol