The first record I ever bought was Fireballet's Night on Bald Mountain. I didn't even know who Ian MacDonald was at the time, but I picked it out of a clearance bin, when the Merit department store was going out of business, based on the cover (poofy hair and all), having fallen in love with my big sister's copies of Brain Salad Surgery and Starless and Bible Black. I nearly also bought a Lindisfarne album as well, but it seemed a little too precious to me (where Fireballet struck just the right note of self-conscious pretension)--and still does.
My first was an impressively obscure find.