Some memorable first times:
Driving a car out on the dirt roads outside Yuma, Arizona with my grandfather.
A certain flag girl in undergrad.
The first time getting drunk... I think I was 13.

Becoming rather... hungry... after consuming... um, wait, what? I lost my train of thought.
Lighting up the rear tires on my first car - an old Comet that I still have.

Taking the RX-7 up over 130.
Trying my first case.
Getting arrested. (Was cleared a few hours later, but memorable, nonetheless.)
My first Head-Fi meet.
My first engagement. (Ended up every bit as successful as the second one.)
Upcoming firsts:
Riding a motorcycle! I never have and I'll be taking my first class in exactly two weeks. I can hardly wait!
First attendance at Burning Man next year. Also can hardly wait!