Note: This question is not necessarily asking which game in the series you played first, but rather which one got you hooked on the series.
I was a bit late to the party when it comes to The Elder Scrolls series. My first taste of T.E.S. action was back in 2008 when I bought the "Game of the Year" edition of Oblivion. I had read about it and watched some videos, and it looked fantastic. However, (this may come across as quite shocking to a lot of you) when I got around to actually playing it myself, I was a little put off by it at first, probably due to me not knowing what the heck I was doing. The leveling system was awful, the dungeons were some of the most boring I had experienced in a while, and the combat felt much like swinging a piece of soggy cardboard around. After maybe a dozen or so hours, I was done with it.
Fast forward to 2011, and my Oblivion GOTY edition is gathering dust, sitting peacefully on its shelf. Skyrim came out in 2011, and, at first, I was a little unsure as to whether to pick up a copy of it or not. Oblivion had left me on a very sour note, and I wasn't too excited to get back to Tamriel. However, I purchased a copy of it in on Steam in December, and I was pretty much hooked on it for the next six months. To this day, I've put in almost 600 hours over four main characters, and I've loved every second of it (Minus the plethora of bugs and glitches, of course.)
To make an already long story shorter, I got an emulated version of Daggerfall, which I absolutely loved as well. I'm now back in Oblivion and find it much more bearable than I first did (probably due to actually having some experience in the series), and am currently well on my way to completing it as well. I will thank Skyrim for returning me to this amazing series, and I will personally always regard it as the best of the best when it comes to not only T.E.S., but also RPG gaming in general.