I think the first RPG game that I played was FFIV, but it might have been something else as I can't remember that very clearly.
My father who's been interested in computers since I was a small kid had heard of that you could emulate SNES games on the computer back in 1995 or 96. We had a SNES of our own with many games, but the thought of being able to play things for FREE at the time was amazing (it's not like that many RPGs came to Europe anyways so I wouldn't have had the chance to play them if I didn't emulate). So I got an emulator and downloaded any games I could find with cool titles on our 56k modem (Oh boy I loved those times)

I saw this game called Final Fantasy IV, and man, it had one of coolest titles I had heard of and could understand at the time so I just had to try it out.
I started the game, and I got all hyper just by seeing the airships and stuff and Cecil kicking ass in the first monster encounters. I didn't understand much English back then since I was 6-7 years old (I'm Swedish), but I sat down with a dictionary and practically learned English on my own by playing all these different RPG games, translating every word that I didn't understand.
I didn't finish the games I played at the time since I still couldn't understand everything but the more games I played the further I got in them and the more I understood of the battle systems.
The first RPG I finished must have been Chrono Trigger, if I remember it right. This game was like magic to me, and I couldn't let go of it. Even when having crazy headaches I couldn't stop playing this game. I got so engrossed in the game that I could barely hear my mom screaming for me when it was time for dinner. She had to pull away me from the computer every time
Jam it back in, in the dark.