The first one I got for my 6th birthday from my dad. It was a disc called 'The best of the 50's - 80's'. Featured were songs like Lollipop, The Holiday Rap, La Bamba AND Paranoid by Black Sabbath!
First real albums were 'No Limit' by Dutch eurodance group 2 Unlimited, and 'Nevermind' and 'SMASH', respectively by Nirvana and The Offspring.