First Anime

Dragonball Z (they didn't show Dragonball on our kids morning TV here for some reason)
Cardcaptor Sakura
Sailor Moon

(the morning shows that were animes)

My first animes I downloaded from Kazaa were Rurouni Kenshin & Trigun, both really good ones that I just stumbled onto searching for 'anime avi'.
I also got Ah My Goddess! (first one that I dropped haha)
It took forever to download each episode over dialup so I had to get very small versions of them about 40-60mb an episode.

The first manga I read was Bleach because I got sick of watching the filler episodes and really wanted to know what happened next in the story.