For a long time, I thought my first "M" game was GTA3. However, I resiliently remembered that my first "M" game* is MGS on the PS1. I forgot this because my dad bought it because he thought it looked like fun. After getting frustrated at the tutorial, we gave up. The game was then stashed and forgotten until I rediscovered the series and found the game and enjoyed it on my PS3.
*[sub]I wanted to say "that title" but I couldn't think of a way to say it that didn't result in me saying "that" twice in a row, hell, I said "that" more than I'd like to already.[/sub]
Now that I think about it, it may be a Mortal Combat game... Nah, maybe not.