Ooooh, boy, this is gonna be a list!
First comic - Asterix. Can't remember if it was the one where they join the Roman army, or the one where they travel around France to collect cool food and wine, but yeah. My mom used to read Asterix for us as bedtime stories.
First manga - the first volume(s) of Dragonball. It was the only thing available in my corner of the world when I was a kid. I never really enjoyed it much, but at least it was better than the second manga I read, Love Hina. And it did open my eyes to a brand new world of comics.
First graphic novel - this one's a bit harder to pinpoint, but I think the first proper graphic novel I read was Watchmen. I was waaaay too young to really get it the first time I read it (it was my brother's copy, I just picked it up from where he'd left it lying around).
First webcomic - way back in the foggy days of yore (16 years ago), my brother told me I should read Penny Arcade. So I did. And it was all downhill into a swamp of webcomic addiction ever since.