Asherons Call

runescape, and if its on a console, halo 2 on xbox

Quake and Descent around 1995 or 1996. Quake was tons of fun. There was one map on the shareware version that was a super small two level ring with a lava pit in the middle. Very chaotic but a lot of fun. There's a map in Halo 2 that kind of reminds me of it, but it's way larger than the Quake one.

PC: Diablo (this seems to be a common first online game for many in this thread). I used to be one of those douchebags on battle.net who would PK people for shits and giggles.

Console: Uno (XBLA). I didn't own a Dreamcast or original Xbox. And I never played online with the PS2. Most people I know who had a PS2 didn't because you had to be a network adapter to do so. I have a network-ready slim PS2 but never played online with it.

SOCOM PSP

I think it was Tony Hawk's Underground, the first one. I didn't really play it much but my brother played all the time. I also played NCAA Football (forget the year) on my PS2 online a few times. Then MGS3: Subsistence came out and I played that a lot until it went offline. Then I bought BF2:MC and played that until I got a PS3.

Age of the Empires II yeah those were good times.

resistance fall of man

It was Either Dragon Realms waaaay back on AOL, or playing Warcraft 1 with my buddy over the phone.

Console?  Everquest: Online Adventure (PS2)

That's funny that you remember the exact day, and it's even funnier that that day is my birthday!

On topic, my first online game was PSO Dreamcast.