Don't know if this counts as
"my first scope" — it was just a scope that came packaged with the gun — which I found at the very bottom of the bargain barrel....
Optima 3-9x40 SFP ▪ Unmatched MIL reticle with MOA turrets: a common sin in the bargain barrel
▪ No parallax adjustment — NO PARALLAX, and it came with an AIRGUN!
At the time I had no idea how to even
spell "parallax" when I bought it, let alone why it was important. But the manufacturer knew....
After I had started sliding down the first floor of
our AG rabbit hole I began to read about scopes. Tom Gaylord,
the "Godfather of Airguns" was the guy that instructed me in many ways through his articles.
I started to note down some things I was learning. And started to look for scopes that would be better than the junk that had been packaged with my rifle.

More notes on the specs of different scopes within my price range — the genesis of my
Scope Specs Tables....

At the time I had 21 scopes listed, each with 8 specs. That Specs Table grew over the years to over 200 scopes. Each scope is listed with 23 specs....
(Rabbit hole? — Naah, more like crater....) 
And finally my first REAL SCOPE PURCHASE — by my choice, not by the gun manufacturer's choice:
Leaper UTG True Hunter 6-24x50 SFP. Cost me more than the rifle and the Optima scope together!!

8 months later I had arrived at the third floor of our rabbit hole — I had learned so much more about scopes that I found no less than 4 weaknesses and outright faults of my still new UTG 6-24x50. (And glass quality wasn't part of those 4.)

It's been a fun journey/ slide. I admit, though, that I have stopped counting the floors as I make my merry way down the AG rabbit hole. I futile.
Matthias