Doom 1993 when I played it in 1995 on my old IBM Aptiva.
From then on it was the usual suspects of Doom II, Final Doom, Heretic, Hexen, Duke Nukem, Quake, Unreal, GoldenEye, Half Life, Unreal Tournament, Quake 3 Arena, Medal of Honour: Allied Assault, Return to Castle Wolfenstein, Perfect Dark, Counter Strike, Project IGI, SWAT 3, No One Lives Forever, Kingpin, Battlefield 1942, Call of Duty, Halo etc..
Crazy to think how FPS games evolved within a 10 year period back then and the sheer variety available. Going from Doom to Half Life in just 5 years was nuts although as I was younger, five years felt like an eternity. You also had some iconic first person immersive sims like the ground-breaking Deus Ex and System Shock 2. I still have quite a few of the big boxed PC games in storage although everything after 2001 was DVD cases.