Yeah, Blockland might actually have been one of the first things for me. To be fair my parents bought it for me as a (late) birthday present, but it was still the first digital purchase I had.
I'm pretty sure everything prior to that which I had (most of which were games) had been bought on a CD.
If there was another first, I can't remember it.
It definitely wasn't a phone-game or anything like that, because I didn't have a phone at the time (and my first phone was not a smart phone).