Hmmm... First "gun" I ever fired was an old pellet gun that my grandfather owned. My grandmother gave it to me many years later after my grandfather died, and I still have it in the safe today. I guess that would (in some ways) qualify as my first gun... It was the first one I ever shot, and I now own it (though I didn't acquire it until many years later).
The first real gun I ever owned was a Mossberg 500 12 gauge that my dad bought for me during my teenage years. It came with a 28" smooth barrel and a 24" rifled slug barrel. I still have that shotgun today, maybe 15 years later, and it still looks as good as new! Over the years I've hunted deer with it, shot pheasants with it, shot clays with it, used it for home defense, and every other purpose imaginable.