I remember trying to look up books for my (original) Palm Pilot, but the process was painful and I didn't want it badly enough to investigate it very far. My Compaq iPaq had Tom Sawyer pre-loaded onto it, and I read enough to realize that even though it was convenient, I didn't like reading on that screen and I didn't get past the first couple of chapters.
It could have been the book rather than the screen since I've read it several times as a kid and it's not a favorite of mine. However, trying to find a other books to read was an unsuccessful venture. (I was amazed when I joined the forums here at the number of people that DID read books on their PDAs. I was obviously not ready for the future.

)
On my Sony PRS-505, I think my first book was
Sleeping with Schubert: A Novel by Bonnie Marson. I remember staying up half the night trying to decide what to buy when I had so many choices! For the decade before that I had been buying my books at either the local bookstore or Target, both with much smaller selections. I ended up using
Fiction Nation book reviews to finally select it. I read this one all the way to the end.