I wish I could say something cool like the Beatles or Stones (I did buy a 45 of 'Angie' quite early, as I recall), but to the best of memory, my first music purchase was an album by the Partridge Family, probably because I had seen the television show and had a crush on Susan Dey. Plus, I saw how all the girls went crazy over David Cassidy. Later, I bought 'Frampton Comes Alive' because I saw how all the girls went crazy over Peter Frampton.
The first time I remember being utterly captivated by the music itself was Blue Oyster Cult's 'Don't Fear the Reaper', which I played over and over and over and still love to this day.