Well, depends. I have three first guns in fact.
Crappy first : Both Elephant Xm8. I spent 300 bucks on it, crapped out on me within a month
Decent first : S&W M3000 shotgun. The fact I was shooting wonders around people with AEG's with this thing before I was age verified... Yeah
Good first : Classic Army M24. I was one of those typical n00bs who were obsessed with sniper rifles and decided to get one as a first gun. I loved the damn thing but ended up parting with it last year. Served me a few good years.
What I use now : A self built AK47 and now a CA G36E.
Most of my gun purchases were more of a learning experience than anything.