First gun I can remember really wanting was a Wilson Super Grade, sometime mid to late 1980s. This was before Wilson did production guns. And before they felt the need to ugly up their guns with front slide serrations. It was a two-tone, hard chrome thing of beauty. Closest I've come to it is a Colt Special Combat Government Model.
[that's pistols. for rifles, the M1A was from the first time I saw one the only rifle where ownership was not going to be optional.]
First shot was, I think, my uncle's .357 snub-nosed. I was maybe four. I'd found the gun under his bed (my aunt and uncle were sharing a house with my parents at this point), it was loaded. Everyone was horrified. My uncle thought the thing to do was to take me to a local gravel pit and have me shoot it, with him holding my hands together as we touched it off. I only dimly remember this. He did not get my mother's permission to do this and she was ******. In retrospect, I agree with mom. That wasn't smart. Smart would've been keeping the gun where 4-year-olds can't get it.
First gun as a gift was a Marlin Model 60 .22 lr.
First gun I bought for myself was a .32 ACP Mauser Model 1934. Guy sold it to me, a teenager, when I answered his ad in a "Tradin' Post".
Gun I most regretted selling? That's too tough a question. I'll say a Rock River Arms National Match AR-15. Sold it to a buddy because I wanted to go the bolt-action match rifle route in NRA Highpower competition. A couple of years later, I bought another RRA NM rifle. Could've saved a step.