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I used to answer this question with the PK Girl - at least that was the first fan made one I played.
But back then there were no engines, so it was created with an adventure game engine, so I guess technically it doesn't count, as it is technically an adventure game.
And if it doesn't count, it's hard to say - or rather hard to remember. I remember playing "Tales of Lemma" back when it came out - but it probably wasn't the first one I played. The first professional one (or at least the one I most fondly remember) was Ever17.

The first VN i ever played was King of Fighters Kyo for the PS1. I finished and enjoyed it despite not even being translated. I was into Kof so interacting with the characters outside of a fighting game was an awesome experience for me. I remember drawing up a time sheet of all the game overs and events throughout the game.

The first translated VN i played was probably Tsukihime. I was exposed to the characters through Vanilla Melty Blood and wanted to know more. After that, Type Moon became one of my favorite developers.

I'd say Phoenix Wright was probably my first, although I didn't know it was considered a visual novel back then. If you're talking about purely traditional VNs with no gameplay whatsoever however, that would be Phenomeno, was pretty scary from what I recall. X(

Hatoful Boyfriend was my first! I was kinda aware of visual novels before that, but had never paid much attention. However, after seeing a lot of memes and jokes about HB my friends I decided to play it and we ended up being blown away by how crazy it was. I bought the sequel after that and started paying more attention to VNs.

Before I knew what a VN was? Ace Attorney, and although not technically a VN, Choose Your Own Adventure books.

I then played mobile otomes, which was basically just the Shall We Date series.
First VN on PC was definitely (P)lanets. Loved that one, and am forever sad that (P)lanets 2 got cancelled.

EDIT: Take it back. I played Frozen Essence (BIG TIME FAVE) and RE: Alistair right around the same time. Idk which was first. And then Katawa Shoujo, n it just snowballed from there lol.

I'm pretty sure it was My Forged Wedding by Voltage, though at that time I didn't know what a Visual Novel was (and didn't even finish my first path). The visual novel that made me aware of the whole genre and of ren'py was Macuyo's Get Dumped which was the second VN I discovered on Google Playstore

My first one was Asagao Academy, back when it was fresh~ I never managed to finish it: I only played Shane's route and then got burnt out trying to actually get a good ending on it. Granted, I was never really into let players in the first place and I was only really playing because my friends were meme'ing about it but! It still was a pretty positive experience~

I think what started my current interest in VNs was Doki Doki Literature Club! It made me hunger for some more...honest VNs? ahaha.

I used to be really into flash games as a kid and I think my first encounter with a VN occurred online. I really liked the kind of games that had date sim elements. The first VN I ever played was probably a Love Hina fan game or something lol. Then the first official VN/Date sim I ever played was Tokimeki Memorial Girl's Side and I pretty much knew I wanted to make one.

That question really takes me back. My first exposure to visual novel related games Princess Maker 2 on DOS and Tokimeki Memorial on a Super Nintendo emulator. That must have been in 1998. I was a young teen back then, so I tried a lot of my games by pirating them. I'm happy years later that I could buy Princess Maker games and Tokimeki Memorial games on Steam and Playstation Network.
As for a strict "Pure" Visual Novel, I think it was...Seasons of the Sakura, which was a commercially-translated eroge. I can only remember eroge visual novels being translated to English around that time. I think the first non-R18 I ever read in English was Blue Lemma's short Tales of Lemma.

Hatoful Boyfriend was technically my first fresh off the initial localization, but Black Wolves Saga was what got me hooked back in 2012. Prior to, I had been pretty keenly aware of VNs, just never managed to get my hands on any à la broke teenager fortune-- even BWS was a close shot since I snagged it through a friend and had to manually translate. Totally worth it and converted to otome wolf-man cult in 0.2 seconds.

Lol I don't recognize any of these titles. I started with Katawa Shoujo and DDLC at about the same time and now I'm working through Lucid9. Like how I started with anime, I'm kinda just going through the more mainstream ones atm

The first game I ever played was (P)lanets - The Life of Normalcy has Ended! from teacup. It has been 7 years and I still love that game.
That's also when I started to like and became interested in visual novels .

I don't remember the exact first one I played, but the earliest one I remember is Zero Escape: Nine Hours, Nine Persons, Nine Doors. I played pretty much every mystery VN I could get my hands on on the DS after that. Then I ran out of games to play...so I searched online and found out about dating sims from review sites like 4 Shiki and Hinano's game babbles. I've been playing Otome games on PC since then. Mystery has always been my first love though so when Dangranronpa popped up I was ecstatic.

First anime was Higurashi (not a good choice for a 13 year old, I can tell you).

Fate Stay Night was my first VN though. Great choice.

Katawa Shoujo is my first one but Ace Attorney and DMMD were my favs.
I played tokimeki memoririal girl's side 1 and 2. Omega vampire and omerta code tycoon.
corpse party book of shadows too.
The idea of a branching story was interesting and how i got into VNs. You could go with bad or good endings