Sister, sister, sister was the first I played. Found it by accident on some shady as shit website once, thought I'd give it a try. That website probably gave my old laptop a smorgasbord of viruses, but it sent me off down a rabbit hole of playing adult games ever since.
The Sims (I was young enough to think to that the pixelated showers and bouncing bedsheets animations were quite naughty!)
In seriousness, it was some strip poker game played on a friend's computer over at his house. Before playing, the friend actually went to ask his mom for permission and came back saying "She said yes, but that if she catches us we'll be in trouble." I was a goody-two-shoes so I was terrified. Horny, but terrified.
Simusex (yeah, quite old one) was a WTF, more hardcore one, but among erotic, there was Leisure Suit Larry, I believe the third one was the first I got.