I had an older sister so I read her Nancy Drew hand-me-downs. So my first mystery was The Secret of the Old Clock. Fantastic. Then The Hidden Staircase. Wow! Even better.
She also had the Dana girls. The Mystery of the Locked Room was terrific!
Then my aunt found me reading another Nancy Drew or Dana Girls and said "What are you doing?" Those are for girls!." And she gave me my first Hardy Boys: Footprints Under the Window. Also very good.
My first "adult" mystery was either The House of Brass by Ellery Queen, or an Agatha Christie.