1st pin? I always like to start with "bang for your buck" no matter what hobby I'm getting into...and then ramp up from there if I love it.
In pinball my first was a $500 F-14 Tomcat. Later I picked up a Getaway (HSII) and WCS94...both great games and were going for under 2k when I got them.
Now I have the pins I liked the most...and one complete gamble that I got really lucky to even get.