I don't remember. My earliest records were lifted from my brother's bedroom: Adam Ant, Talking Heads, The Police. I also remember having a dubbed copy of Off The Wall that I was obsessed with, and of course there was a copy of Thriller in the house (there was a copy in everyone's house). If I had to guess, I think the first album I asked my mother to buy for me was probably Purple Rain. I have no idea what the first thing I bought with my own money was. Faith, maybe? (Uh, the George Michael album…not the Cure. That didn't come until later.)
I'm still into the same music I've liked since I was very young, which is undoubtedly due to having a music-obsessed brother 10 years older than me.