My first Pokemon game was Silver. I got it as a Christmas present along with a Gameboy Advance, although I'm really starting to question when I got it. If it came along with the Advance, I would be about 7, but I swear I got Silver before then. But I don't remember owning a Gameboy Color...
I don't really remember much from my very first game. All I remember is getting stuck in my house for 10 minutes, nicknaming my Cyndaquil "Cindy" (even though it was probably a boy), and fainting due to Poison and panicking because I didn't know why my screen was flashing.