do you mean jrpg specifically?
I think my first rpg (and first jrpg) MAY have been Final Fantasy Mystic Quest which I remember playing when I was like really, really, really little (and indeed I would have been really really really little when it came out) but I don't remember getting the rpgness of it, necessarily, as much as I did with Shadowrun, also for the SNES. The first time I really grokked or "got" the JRPGness (specifically) of something it wasn't much later and it was with FFVII. But I don't think I ever thought of FFVII and MQ as even related until I had, been, well, making my own videogames for several years. Weird.
To whoever said Symphony of the Night, I was TERRIFIED of Vigo the Carpathian from Ghostbusters II which was one of my two favorite movies approximately age 5-11. I may have played that before some of my "firsts" above, but I didn't consider it an RPG (nor do I now, for that matter, it's a metroidvania platformer with rpg elements). I think I played Wanderers from Y's III (literally the only Ys game I have ever played and the source of 100% of what I know about the Ys franchise) ALSO ALSO for the SNES before ANY of the games I've mentioned here, but I didn't consider that an RPG either. I thought of it as a "side-scrolly sword jump shooty game kind of like Zelda".
edit: wow i just almost psoted something so ****ing stupid don't forumsw hile high