1st free e-book: something from the Baen Free Library which I already owned in paper and wanted to try in e-. Chances are good that it's
Born to Run or
Wizard's Bane, but I couldn't positively say for sure.
1st e-book that I hadn't previously read in paper: another choice between Baen freebies,
The Warslayer and
Sheepfarmer's Daughter, both of which I started roughly at the same time (but I think I finished Warslayer first because it was shorter).
1st paid e-book: Judith Tarr's
Ars Magica, on sale for half-price during Read an e-Book Week last year. Still haven't gotten around to reading it yet.