First one I specifically remember reading (as opposed to a general awareness that Project Gutenberg existed, and clicking on a few things here & there) was
Endangered by Johann Christoph Arnold, a free ebook recommended by a friend, on my PC.
I can't remember the first book/s I read on my Clié; I know I downloaded a small swarm from memoware, including Free Culture and Free As In Freedom and the Hacker Manifesto, and that soon after that I started buying from Fictionwise.