Pokemon Blue was my first. My brother's friend let me borrow it for a while, AND his gameboy. My thinking was that it was exciting to see that there was a Pokemon game based on the anime that I loved to watch... Well, I know better nowadays XD.
He let me borrow it for a while, I managed to play through 2 times. The 2nd time was much easier as I knew what I was doing by then, and I battled every trainer that time as well. I was obsessed, lol. When my brother's friend took it back, my brother told me about some gameboy emulator... and that's how I got into the emulation scene as a whole. Nowadays I play on a real cartridge on a real handheld.