I colored on the wall and blamed my cousin, who wasn't even there. I got in trouble, obviously, and went to sit on my bed. It had a Sesame Street blanket...which is currently sitting on my bed now. Crayon was black. Got a spankin', but it was only one of few. I didn't get in trouble a lot as a kid and that was probably the first bad thing I did.
I don't know if that's first, because I'm not sure if that was before or after Christmas when I was 3. Another early memory I have is checking my stocking on Christmas morning. I couldn't reach it, so I felt the bottom and it felt round so I assumed that meant it was a mouse. So I ran and jumped in my parents bed and claimed I had a mouse in my stocking. Turned out to be a 101 Dalmatians playset...on a string! Fun and portable, it was basically a necklace. My mom doesn't remember that, but my dad does.
I remember a lot of things from when I was 3, but I'm not sure about the order. But these two are the earliest, though I'm not sure which was first, the crayon or the mouse.