My first retail build, excluding the demo, was a Duplo spoof that can be found
here.
My first build in general to be subitted(And still be intact to this day.) was my Yacht made for RTB, which can be seen
here.
My first ever (serious-ish.)build in general was made during the days of BLM, and was never recorded or saved. It was supposed to be a futuristic/modern architecture themed build that had supports rather than a base floor. However I often could never complete it, because I always tried to build it in other peoples servers which would usually close down first. It was such a small build now that I think of it, but back then it took me forever to make. Today however, if I wanted to, I could probably re-make it by heart rather quickly.
My very extremely first thing which I've attempted to build, as in
the very first thing that I did when I started up Vanilla Blockland for the very first time, was make a wall made out of 2x4 bricks in the Bedroom map which enclosed a small space, but had a small hole to crawl under. (The notion of interacting with your build felt rather exciting at the time. Such as seeing how usefull crouching can be made.)
What a memory I have.