Yeah it's been known to happen. Final Fantasy VII was my first Final Fantasy game, since playing it I've gone back and played I, II, IV, V, VI, VIII, IX, & X. Of those I've played though I could only finish I, VI, and VII.
Also my first Elder Scrolls was Morrorwind, didn't go back and play the previous games though.
Was also first introduced to Warcraft with Warcraft II: Tides of Darkness, or more specifically a demo of it a friend of mine had. When I acquired it for myself I bought it as a box set that came with the original Warcraft. I tried to play it, but man it was terrible by comparison.