Hell, my first PS experience ? That's actually a good story.
First time I saw the PSX was at my Aunt's, my cousin had one, he had bought it 500$ or something like that. I didn't had to play it, but just saw it.
First time I saw the PSX in action was at a friend of my father's house. He was playing Resident Evil 2, the scariest game I've ever played. I was amazed to see how that game was insane, but it scared me to death lol...
Then, the first time I played the PSX was at my friend's, he had Need For Speed: Hot Pursuit. I liked to do pursuits until the night come, it was funny. But when he rented Gran Turismo and I played it the first time (I was like 10), I was driving the CRX and I kinda knew it was going to be the game...
Today, I own GT2, GT3 and GT4, I played all of them to the end (except GT4), and this is still my game. I'm looking foward to see what Vision GT will look like, but unfortunately I don't think my experience with the GT series will continue over the PS3, as it will be way out of my budget, and I need more important things than something that will be useless in a couple of years, sadly
