First RPG Purchsed?
This is a little complex as well. The first RPG supplement I purchased was GURPS Wild Cards because I was a HUGE fan of the series.
The first RPG rule book was Champions 4E from Hero Games. It was the Big Blue Hardcover which very quickly fell apart. I still have the softcover version and if push came to shove I prefer it over the 5E book and definitely over the 6E rules.