A 2D sidescroller called Xargon. It may not have been the very first one, but the oldest I remember. Love it to death. There was also a 2-level sidescroller game where you played a red squirrel jumping on romans to get pizza ingredients at the end, but I forgot the name.
It's amazing that on youtube, below every Xargon video, half the comments say this was their first game ever, and what fond memories they have, just like me.
The music is so damn awesome. It was fun, challenging and imaginative, yet somewhat dark at parts. Not because of gore, just through the music and design. Each level transported so much mood and character to you.
I didn't know any English back then, nor could I type or write, and it only ran on DOS. Still managed to start it. But since it was shareware and we had no means to buy the rest, I only ever had the first third.
Years ago, I found DOSbox and got to play the full game, minus the awesome music. Breezed through it in one nostalgic afternoon. Hell yes!