There were short children's books, but I don't think they count. My first REAL book was Escape from Warsaw, and then The Rise & Fall of Adolf Hitler. I was 10. I love my books, never loan them out, hoard them. They're people to me. And okay, I'm still falling over at Michael's "fifty years ago..." Huh? You're aging well, buddy, unless you were reading as an infant.
My sister got me into reading. Books were considered to be a luxury so my sister would save every money she got and would buy all those princess books like cinderella and sleeping beauty. Then we discovered the world of the library. I can't even remember not being without a book in my hands. But if I were to choose the first book that left a lasting impression, it would have to be To Kill a Mockingbird. I read it when I was 14 and it changed my view of so many things.
I can see how reading To Kill a Mockingbird could change one's perspective on life. As a youngster, I also read Lorraine Hansberry's screenplay to A raisin In The Sun...it matured my views on human rights for life.
I'm sad that I can't remember which was my first full length book, my father was a librarian so we didn't own books, just has access to loads; most of the time he chose and brought home a selection. And because I could read when I started school I had to listen to a reading group rather than find new stuff.
So it's impressive books, rather than firsts - John Wyndham's 'The Chrysalids' was one, but before that I can only pick out Arthur Ransome's 'Swallows and Amazons' and Eric Knight's (?) 'Lassie Come Home' from a host of lesser books.