I think Tekken 3 was my first Tekken. Haven't had the chance to play it in ages, since they can't sell it on PSN (thanks Gon). Playing Tekken 2 years later was hard to get into, largely because of the slow ground-recovery times and moon jumping.
I only played Tekken 4 when my brother rented it, and I was really young. Played Tag Tournament 1 under the same conditions, but I bought it later along with Tekken 5. That's when I really got into the series. I actually started learning fighting game fundamentals with 5 DR, and that helped me prep for Tekken 6's juggle emphasis. Now I'm all right at fighting games, and I understand what it takes to get better. Among my close friends, that makes me the nerd who studies the moves. It's a bit lonely, 'cause I have to really hold back when playing with anyone I know locally and even then, most don't want to play fighting games at all, especially not against me. I still get decimated often online though.