I'm going to assume we're not counting thrash. If that were the case, then it would've been early Metallica, Slayer, and Sepultura.
Regardless, the first really extreme album I ever bought was Emperor's Anthems to the Welkin at Dusk. That album changed my fucking life. I remember it clear as day: it was july of 1998, and I was about to turn 13. I bought it at Camelot Music, a store in the local mall that I think became or was bought by or merged with FYE.
I listened to it non-stop, for days on end. It was the most immense, crushing, powerful thing I'd ever heard in my life, and it's probably still my favorite album ever. I suppose you could chalk that up to sentimentality or nostalgia or what have you, but that album is an absolute monster.