Yeah, this was my first roguelike too... I may have been a few years older than you when I played it. But I hated the fucking game, lol... Azure Dreams was my second roguelike experience. I just find the genre way too punishing, who wants to lose 4 hours worth of gameplay due to pure randomness?
It's a bit of a stretch, but couldn't Toejam and Earl be considered a roguelike? If so, that was technically my first.