I think it was an ATB album, given to me as a gift by my cousin. Good album, to be honest.
First one I bought for myself was Fallen by Evernesence (or whoever you spell it). It was cheap, and I liked the cover. Shame about the contents, but that's what you get if you don't try before you buy.
First album I bought that wasn't cheap was Reign in Blood by Slayer. Cost me £14 or so, I believe. But damn it was worth it.
First Death Metal album was Gallery of Suicide by Cannibal Corpse. Or The Wretched Spawn, can't remember.
First Black Metal album was In The Nightside Ecilpse by Emperor.