My first was Amazon on the C64 -
http://www.mobygames.com/game/amazon
Its a text adventure (with some static graphics) written by Michael Crichton. It came with this huge awesome printed map of the amazon.
Tough game with lots of constant saving, random dying (jumped upon by jaguars, cannibals, traps, pits and what have you), and sitting with a pad of paper and taking notes, and marking it on the map. But in spite of that it set up an immersive world that just drew you in. Still have lots of fond memories of sitting with my dad and brother and playing it.