Cool question. My first was the first hole at Pyle and Kenfig in Wales. I was playing with a Welsh pro who grew up at P&K, a real treat.
Anyway, we had the first tee time of the morning, because we were playing Porthcawl in the afternoon (yes, very sweet). The June day was warm, sunny, breezy. We showed up and I learned we'd be going out in front of a weekly men's league -- older guys who, I was told, "like to play fast."
The first hole is uphill, with random bunkers, if memory serves. I wasn't nervous, but gosh my heart was racing because I was so excited. I pulled my drive, narrowly missing a nasty bunker on the left. I remember that I made par, but I can't recall the details.
One other thing I remember about that first hole was the gorse -- it was the first time I'd seen it, and I was amazed.
That men's league played really fast, and we were determined not to be passed. I think we finished in about 2:30 -- way too fast to savor the occasion. But the Porthcawl round was much more leisurely, and it ended with a Pimm's on the veranda. Man, what a day.