Hhmm, the very first RPG-ish game I played was Zelda: Link's Awakening I think. It wasn't an RPG, but it had a lot of similar elements, combat, exploration, basic dialogue, lite character development (hearts and item abilities), loot. The level of complexity and depth compared to previous simpler games I've played before awed me (like simple side-scrollers and action/sports games).
Once I got my first PC, Diablo was the very first RPG I played. I was addicted to it for about a month. Then, Final Fantasy VII was the first proper RPG (non-hack'n'slash) that I played. Compared to Diablo, it seemed a lot more involved, so I loved it quite a bit at the time. Then, I saw everyone talking about this new RPG that blew people away. So I went out and bought it. Baldur's Gate. Started playing it and was completely befuddled. I don't come from a PnP background, have never heard of D&D before playing BG. Compared to games like Diablo and FF, it seemed like Encyclopedia Brittanica. Armor class? THAC0? Saving throws? Longsword +1? What are all these interface buttons? Anyways, I played for about 40 minutes, got to Friendly Arm inn, and quit.
A few months later, I was going through a dry spell with games, so I decided to fire it up again. This time I was determined to learn the alien language of nerd-dom, and actually read the manual. After a couple of hours of playing, I was completely enthralled. Another few days, and I was in love. Spent the next month lost on the Sword Coast. This was my introduction to a proper Western RPG, and the rest was history.