My first Linux distro? Ehh... Red Hat Linux 7. Took me a whole night with crappy FTP software to download, then found out in the morning that the download stopped halfway, then I found better software, and spent the morning and part of the afternoon to download it properly. Install took the rest of the night.
Then I got rid of it, installed Debian, got a new computer, installed Gentoo on that, and then re-installed Gentoo, and then installed Gentoo on an old box, and then re-installed (again) Gentoo on the new computer, and then re-installed Debian on the first computer.
EDIT: Oh, I remember: I downloaded RHL 2 days before version 8 came out. Yep, that pissed me off.
My first distro was Mandrake 9.1 I believe back in 2003. I had some good experiences with it, and some bad ones. Then I moved over to Fedora Core 1 which back then Fedora had alot of bugs. I've tried pretty much all the top 10 distros out there. Theres a few that I really like I don't really have a favorite.
I like Fedora Core (Anything after 4), Debian, Slackware, Ubuntu, and thats about it, I never have tried SuSE and don't really plan on it. To me Linux is Linux, you can basically setup all these distros to do the same thing. Its just about what you want from the start.
Red Had 7 - kept on playing up with my old a7v-133 motherboard. Then moved onto Red Hat 9 and a bit later fc2 - linux was still more of a novelty to me back then anything else. I remember also looking into peanut linux and dsl back then.
It wasn't until exposure to knoppix that I started learning how to use everything (I remember the ancient fglrx's back then Further use at uni made me install fc6 dual boot, then I got sick of windows and installed feisty stand alone.