Well, to be fair I don't really know what were my first Lego sets. It would be hard to know because my brother and sister already had so many Legos by the time I was old enough for them. Here are the threes sets I remember most vividly from my early Lego years though:
1) Basic Set 3+, a very simple set with no directions, just a bunch of basic blocks, two weird people with no arms or legs, some wheels, windows and doors, fences,flowers and propellers. Basically anything you could need, you could build a car or a plane or a house or a windmill or a house-car-monster with flowers for eyes. What more could you want?
2) Basic Set 7+, a similar idea, but more refined. It comes with two regular Lego minifigs and a horse and a parrot and lots of pieces good for building a house. It included instructions for all four models shown on the front cover which I think is the essence of Lego. Because just having the blocks is a great thing, but showing you a few different ways to put them together is important to because is gives you a place to start from.
3) Forbidden Island, such a great set. You've got all the necessary elements for a pirate adventure, a parrot a monkey, a shark, a cannon, a prison, a treasure chest. I guess the only thing that's missing is a big pirate ship, but there's the little boat, so you can still row around if you want. The thing I loved about this set was the trap door that would drop you down into the prison. When I played with it, everything centered around people falling through the trap door into prison.