Kung Pow: Enter The Fist and the Super Mario Bros movie on DVD back in 2006.
Anything before that would have been on my parents' account. The first thing that comes to mind is the 20" Phillips CRT TV I got in 2003-ish that I still have.
Your Amazon account shows your entire purchase history. I looked at mine, and my very first purchase ever was an order for Final Fantasy X-2 and Mario Kart Double Dash, all the way back in 2003. I had forgotten that it was my first purchase. I then proceeded to look at my entire purchase history...
August 13th 2005 - Rushmore and The Royal Tenebaums on DVD, The Soft Bulletin by the Flaming Lips and Programmed to Love by Bent on CD. Also ordered a 20GB iPod and Spacewalk by Lemonjelly on CD the very next day.
It was a post birthday splurge after I turned 18. Forgot how much I used to love Wes Anderson's films (didn't like Life Aquatic much and basically lost all interest after that. I did enjoy Grand Budapest Hotel though)