It was an HP Jordana. Microsoft had just brought out Pocket PC. It included MS Reader and they included a free copy of Dune which I reread faithfully, enjoying every page-turn. eBooks were the only thing I used on that PDA.
About six months later MS released a complete re-write but the first gen Jordana didn't have enough memory to take the new OS and the new MS Reader with upgraded DRM. It stopped working as a book reader at that point.