I cant remember which one came first but i have fond memories of playing Lego island, Zoo Tycoon, Crazy Machines, and this shovel ware game called Underwater Tycoon that sucked but permanently resides in my mind.
I think the fist pc game i bought was ray man raving rabits or Fate because i couldn't play Diablo, i still vividly remember asking my mom for Diablo and her saying no because Diablo means hell in spanish and the skeleton on the box was too spooky.