Well, technically the recorder was the first instrument that I PLAYED but it doesn't really require too much LEARNING. More just looking at where your Elementary school music teacher has their fingers when they are playing along...
As far as instruments I play that I had a choice in, guitar was my first. Followed by piano, bass, mandolin, a disastrous few months of alto sax and trombone, African percussion, snare drum, and timpani. Aside from guitar (which is still my main instrument), I've been playing piano, bass, and drums quite a bit recently.