Well, my mom always had collected Broadway CD's since before I was born so I don't really know if there was really a specific "first cast recording" I had, but , but my first one that I actually fell in love with was "Annie Get Your Gun" since that was the first musical I had seen when I was 5 or 6. I was addicted to that CD forever and especially when I was younger would listen to it at every oppurtunity, or insist that we play it as "background music" during dinner or when people came over hehe.
The first ones that became more mine was when I was 10 when I was at this theatre camp where we sang songs forma bunch of shows so my mom used it as an excuse to get CD's from almost every show we did which included Rent, Grease, Oliver, Cats, Hairspray and one or two others (I feel kind of bad now because almost all of the shows she bought Cd's from she doesn't really like except Rent lol)
Fianlly the first one given to me as a gift that was totally mine was Wicked (even though I've kinda claimed like more than half of our CD's as mine anyways since I listen to them the most lol)
Remember when drama was only on the stage?