Hard to get the memories from that far back in any kind of definite order, but I reckon probably Police Quest. I must have been about 4 or 5 when I played that, but there are a bunch of other games from around the same time and honestly it could have been any of them. I was too young for there to be any kind of Eureka moment; games were just sort of always there.
The first games I played were probably Digger, Pac-Man, Castle Wolfenstein and Pitstop II on the IBM personal computer, and I loved playing them - but the game that opened my eyes for how fascinating the medium actually is was probably the original Wing Commander, as it showed off all the possibilities of the medium - it had a deep, interactive world, characters that you could talk to between missions, a story line whose outcome was affected by how well you did in the missions, and some fantastic graphics and music for it's time that helped the world feel real. It also had several great manuals in the box, with detailed ship specs, backstory for the characters, ships and places, all written in-universe.