That first time I ever downloaded a mp3 was 1994 and it was Biz Markie "Just A Friend". My dad was kind of a tech geek back then and was like, you can download all this music now in a smaller file format. "Just A Friend" was the first file that came across the newsgroup I was looking at.
Fun fact: I met Biz Markie in 2002 when he came in to the Blockbuster Video I worked at in Laurel, Maryland.