What might be a meme in the making is a nerdy challenge to write about your first comic books. Want to read about another geeky first comic's experience? No? You have some semblance of a life? You must tell me about that sometime.
Anyway, I remember plenty of old horror comics that my dad bought me (Gold Key Boris Karloff presents or something) and funny animal comics which were apparently written by guys with just enough pride not to sell themselves for medical experiments or at the closest greyhound depot.
The first comics I bought myself were The Incredible Hulk #259 and Man-Thing #10. Even though this doesn't match up with the dates given on the other web pages, this must have been in February of 1981, about halfway through my seventh grade year. Neither comic made much of an impact with me but the next issue of the Hulk marked the death of Major Talbot, a military idiot who lived only to bomb the Hulk. (In the Marvel Universe, approximately 15% of the budget goes to fund anti-Hulk weaponry which typically works well for about a page and a half before blowing up or becoming sentient and deciding to blow up the universe.)
Major Talbot had been wasting tax-payer money on the Hulk since the early sixties. He stole Bruce Banner's girlfriend, abused and divorced her. He tried to incinerate whole states just to get a crack at the jade giant. Some comic fans had waited twenty years to see him die. I got it in about three weeks. Like Poochie, he was one of the rare comic characters who actually stayed dead (probably more out of a desire not to demonize the U.S. military in Reagan and post-Reagan America than anything else).
Today comic books try to be more "real." The latest story-line is that Congress passed a Patriot Act for superheroes, requiring them to register with the government, and allowing for witty, political observations ("Anyway, like I was saying, it's a very subtle allegory. There's this President Jorge W. Evilbush--"). Still in the 80s, the Hulk fought to the death against Major Talbot's ultimate weapon--the War Wagon--on the set of a Japanese Godzilla movie. Now, that's entertainment.