I could have at least two firsts since i now play a different instrument than i did as a young person.  But there was a many years in between so i will tell about what i play now. 
About Twenty years ago i watched a man play ragtime.  I stood there thinking, "I bet i could learn to do that." I could read music so i bought some ragtime sheet music and i started teaching myself to play the piano.  I was 30 years old. Very slow going at first but i kept at it.  One of the things i did was to put an old upright in my business.  I would sit down to play for relaxation and i would also be able to practice on my dinner break on the days when i stayed way late.  One day about 6 years after i had started learning to play a woman came into the shop while i was practicing on a dinner break and asked me if i would come play for a special event the local senior center was doing.  It was two months down the road.  I tried to beg off saying that i was just a beginner but she was very insistent and i finally (with great trepidation) gave in.  I practiced more that two months than i ever had.
I was to play at 11:00 in the morning. I had left a note on the business entrance saying that I would not be there until after lunch.  I stayed at home practicing that morning trying to deal with my nervous fingers that had developed even before I left the house. It was a 30 minute drive to the town's senior center. I was trying the whole way not to think about how nervous i was. Without much success.  As I arrived a few minutes before 11:00 I realized that all the music i had been practicing on for the last two months for this gig was sitting beside the front door of my house.  I had not loaded it into the truck before i left.  There were a few numbers that i could play by memory at that time but none of them had been pieces that i had closen for the gig.  I hadn't played the memory pieces in the last two months because i was so intent on the pieces i had chosen for this gig.
Too late to go back home, i went in and played the pieces i knew from memory.  I remember a couple of things from that day's performance.  How sweaty my hands were. How glad i was that i was sitting down sense my knees were shaking so bad that i am not sure i could have stood. How badly i thought i played.  And How complimentary everyone there was and how they all hoped i would come back and play again for them.  As i left, i thought i would rather die.
But i got lucky and that very week i read an article about adults learning to play an instrument.  Three things in the article stood out to me. First the article said that the hardest part for most adults was to learn the discipline of practicing every day.  (that i could do) Second that most adults wanted to be able to play right away and were not usually willing to keep at it long enough to really learn to play.  (that was already one of my thoughts about life.  I feel like most people over estimate what they can do in a year and under estimate what they can do in 10 years).  But third and more important to me at that time the article said that most adults were terrified to play in front of other people for fear of making a mistake.  But that the folks listening were there to have fun and as long as the performer was having fun, any mistakes would be ignored (if recognized).  I took that to heart realizing that i was learning to play for the fun of it and obviously the folks at the senior center had had fun listening.
I kept practicing and started performing.  Now my band plays quite a bit and we are increasing the frequency that we play towards playing a lot.  It has been many years since i was nervous.  I go in knowing that i will have a good time and always do.