My first was Yellow. The one thing I remember from it was catching Mewtwo with a normal Pokeball on my first try, without even damaging him first. This has to be my greatest poke achievement ever ;p
My pokemania started with Gold. I was playing that with my brother. At that time I had no access to outside sources (believe it or not, internet was a luxury back then in my country, and especially in a backwater village where I live) so I kind of had to improvise. I was catching every single pokemon, playing around with them, checking if they evolve, and how. I was a complete noob back then, and I remember that the only reason why I managed to beat the game was Ho-Oh abuse :P Good times.