Duke Nukem 3D.
It was the first Apogee game I played and it was also the first FPS I ever played. It happened around Christmas 1996 when I got the Atomic Edition as a present!
I'd played only sidecrollers before as well as some beat 'em up games in the arcades... so Duke 3D was a whole new world for me. It had guns! And you saw them from the character's perspective! You could move around! And shoot things! It had scary aliens! And it had strippers too!

Oh my...!
And I still play it to this very day. The game is just timeless. It's still funner and better than any FPS on the market today.