Good lord, some of ya'll are old, jk (maybe).
My first order was Assassin's Creed on New Year's Day 2008. Had it delivered to my dorm room freshmen year of college. I have no idea why I decided to buy it from there instead of a local gamestore. Must've just heard about this "new" thing called Amazon.
I think my first online order ever was Best Buy, I think I got Luigi's Mansion, Sonic Adventure 2, and Animal Crossing around 2004-ish.