Mine was an NGC 2002 W PF69UC Silver Eagle, but I can't prove it. I was just searching ebay receipts, no luck finding it. The oldest slabbed coin I can prove I purchased on a given date, was a NGC 50C 2005 S CLAD Kennedy on 4/24/2006. Until this thread came up, I had thought it was a 1980 Kennedy (year I was born), but the receipts prove my memory is failing. Both are pictured below.
A 22 plain Lincoln cent with an old ANACS photo certificate. I'm not sure if that counts because they didn't grade the coins, they just guaranteed authenticity with a photo of both sides and a certificate. If I remember correct, my first proper slab was a PCGS MS-64 1921s Morgan Dollar.
I think my first graded purchase was a 'two cent' piece from Arizona Jack. Long ago but not so far away......