The first RPG I played was a demo for The Legend of Zelda: A Link to the Past in a shop. At the time I was too young to comprehend what it was all about and I had a Mega Drive anyway so that was a solitary experience. The only thing I did in those short 5 minutes was basically pluck grass out of the ground which I found stupid and boring. Ahaha!
If Zelda: LttP isn't considered a RPG, then it would have to be Pokémon Blue and later Gold, but never finished them. They were my brother's and the repetitive nature of the gameplay threw me off.
So the first proper RPG that I played and completed (and had been anticipating it enormously since I first watched it on TV in a show about videogames) was the one in my avatar picture, Shining the Holy Ark, for the SEGA Saturn. Even though I was already a gamer before that, that was the game that cemented my love for gaming and showed me how deep, engrossing, involving and fun games could be. Especially when they had a story to tell, incredible scenarios in which to tell it and amazingly interesting characters through which to tell it, along with rich and satisfying gameplay. Forever in my heart, Camelot Software Planning!
