Hmmm, I'm not sure if it was my first game ever, but I know the first game I purchased was Flight Control...way back when it just had one airfield and no multiplayer...still one of my favorite games.
I remember buying a bunch of crap apps when I first saw the app store... How naive was I? I bet i spent about 100+ bucks in app purchases I regret. Now i don't even use a credit card, just gift credit. I also spend a lot of time watching video reviews before buying. But my first game ever downloaded for the iPod would be Rhinoball.
Pocket God. This purchase was immediately followed with guilt, shame, embarrassment, regret, and loathe.