The first game I ever paid for, but did not directly purchase, was Garry's Mod in 2011 or 2012 after UndeadPatch stopped working. I didn't have a bank account, so I paid a classmate in cash to gift it to me. Considering that I first learned programming through Wiremod's Expression 2 chip (basically a virtual ESP32), leading directly to my computer science studies and my current job as a sysadmin, I'd say it was $10 well spent.
My first purchase on Steam was "The Classic", a sniper rifle in TF2, just to remove my account's F2P trading restriction.
Then I got a whole bunch of games through Humble Bundle's subscription. The first one was December of 2018, specifically for MGSV.
The first game I ever actually bought, actually on Steam, was Slay The Spire.