I played my very first RP with my brother. I barely could read and write back then and my brother, who is some years older, had heard about RPing from his friends. I am not sure how he tricked me into it (either by threatening or bribing) but I remember not being interested about the idea too much.

I am not completely sure what was our first RP since we started bunches and bunches of games and still play seldomly. It was either one in notepad, where I had multiple choises to choose from and my brother wrote what happened after my selection. I remember fighting against man sized rats that were stealing my food supplies. I was some random female character.
Other candidate for first RP was also fantasy and it had horde of Notepads open at the same time, all telling something obviously crucial about the game (inventory, the game itself, stats, location etc.). In this one my first characters were twins that were learning to be sorcerers or something. I also had friendly thief called Larde, which I'm stilling looking forward to bring back to life some day as he was great fun to play with.

First game I ever played in the internet was in... Somewhere. I honestly can't remember. I only remember that fantasy games were all the rage back then and only the most suspicious people made pairing RPs, which amuses me today.
First chat RP (or "charr(i)" as I have learnt to call them) I had on some odd chat at library's computer. The people I tried to charr with were mainly unable to do anything else than munch and autohit.

There's the short version of my RPing history. It also explains why I never have got accustomed to pairing roleplays...
It hurts my eyes and heart to see what sort of things they play on some sites and what is considered as "roleplaying" in many of the cases.