First song I heard - As I Am, from Live at Budokan. I didn't like it, there was hardly anything proggy about it, I perceived it as straight up metal and was disappointed with the lack of keyboards (I was hyped up beforehand about the prog aspect of DT and JR).
First song I liked - Take the Time. I had the Budokan DVD for years, loved Instrumedley (so technically you could call that the first as well, it was the only DT song I ever listened to for years and I even set the TDOE ragtime as my ringtone), but didn't get into the rest. Based on the DVD and my taste back then, I thought James was the weak link and very much disliked his singing. About six years later, I heard Take the Time for the first time and I was mesmerized by his voice. By the time the chorus came around, I was an avid DT & JLB fan. What a magical moment!