What a good topic, but I honestly cannot remember.
If DLCs count, I bought a bunch of PMDG add-ons and Panel Editor for MS Flight Simulator 2004.
I may be wrong, the the first full on game may have been Battlefield 4.
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According to steam “Warhammer 40,000: Dawn of War II Retail”
Sounds about right, i remember having to have to go to an internet cafe to download it as we had capped internet at home at that time.
We bought the key retail, but was activated and downloaded via steam
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Remember when you locked the keys in the car 
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Mine was the Half-Life Complete pack back on 21 Dec 2011. This is also the reason I got steam. I was looking everywhere for hard-copies of the games, but just couldn’t find it, so as a last resort, I bought it on steam.
I wasn’t really keen on buying downloadable games, but I really wanted the Half-Life series.
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According to steam it was Magica in 2011, Somehow I doubt it tho. But I cant remember what it was. Might have been WoW of all things
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That’s a good point. I had Star Wars Galaxies in 2003. The initial install was off CDs, but it was constantly updating…
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Valve’s gamble of locking Half-life 2 to Steam definitely paid off.
I think I created my Steam account when I bought the Orange Box (physical copy).
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Papers please. 2014.
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I THINK, I might be wrong. But it was WoW when it was released and I bought the Box in France.
Or CS Source
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Earliest I have record of is Crimsonland in April 2006, long before it was available on Steam. I think the real first may have been Samorost 2 though.
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According to Steam purchase history it was Metro 2033 in 2011. I remember I bought it from Steam and I then had to get the disc from someone to cut back on data usage since I didn’t have uncapped.
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Hmm I’m not sure. My first Steam game was Silent Hill Homecoming but don’t think it was the first downloadable game I bought.
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I received Dirt 2 with my graphics card. So that was my first steam game.
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I think it was one of the Saints Row games, I could not find the physical copy anywhere so took the plunge into steam and bought it there. It was a good move 
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I only got internet access much later in life. Until then all the games I bought were physical copies. I think the very first downloadable only game I got legally was Minecraft, and after that, I got a Steam account and got Deus Ex and Titan Quest. I lost access to that Steam account and started anew with my current Steam account.
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So as part of the Steam Spring Cleaning Event you can earn a trophy for playing the first game that was added to your Steam library. Mine were all the games from the Orange Box - which I’m sure is the same for many here.
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Not for me though… Seems like the first game added to my account was none other than Metro 2033!
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Borderlands. Remember jamming that with @crzwaco back in the day. It took 2 days to download.
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I remember jamming Borderlands with Tooks but we never finished the game.
The first games I activated on Steam where Half-Life 2, SiN Episodes, and the Orange Box.
While I had to box with my dial-up connection and Steam’s offline mode for those first titles, I’m not sure I’d classify them as my first downloadable games because I completely relied on the disc.
My first Steam purchase came two years later in January on a 40% off special: Audiosurf (which I see was a common first downloadable purchase), Alien Shooter: Vengeance, Multiwinia + Darwinia, and Mr. Robot.
Two months later I bought World of Goo.
So cool to look back!
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