I'm a little late to this party, but it is a great question Ea. I'd say "yes" it does make a first impression, and then like someone else here posted, the avatar becomes someone's face in my mind. Which can sometimes be confusing, because occassionally PilotBob and Shaggy turned out not to be PilotBob or Shaggy.
Ea's avatar in particularly influenced my perception in an intirely wrong way. I responded to one of her posts, and probably based on her metalic male lion I thought she was a male. [She let me know I was mistaken.
Sorry, again, Ea.]
There are a few avatars that really stand out and stick in my mind -- desertgrandma, HarryT, and Kazbates to name three, but there are several others as well.
As for my own avatar, I think it represents me fairly well. I also use a pseudonym because the first board I participated in was an Irish board and my name was taken (David), but oddly enough the Irish version of my name wasn't, so I've been using that name on the internet for years now.