Man, if we're expanding this to the first GOOD character, I didn't have one for years. I ran a lot of good NPCs, but I never had many chances to field a player (you GMs all know how it is).
The first good character I got to play was late in my roleplaying career. It was in 2001, right after September 11. I'd just cut off all my hair and gotten involved with a commissioning program. I was in a class at Notre Dame with a very intelligent and refreshingly conservative Trotskyite, and we somehow found out we were both avid roleplayers. He offered to run a campaign for myself, a friend of his, and the girl I ended up marrying four years later.
We met in my now-father-in-law's basement and he ran a campaign where he started us all off as NPC-class or apprentice-level characters. I thought it was absolutely brilliant, so I hit the books hard to find a good character concept.
In the end, I played a shepherd named Csaba Siksallandir. And rather than building him for combat, like I tended to do with previous characters, I built him for herding sheep. What a revelation. A whole world of roleplaying opened up. I sat around and watched sheep, levelled into ranger and got a dog (with better stats than me), took perform (flute), handle animal, animal empathy, wilderness survival, etc.
When wolves started harassing the sheep, it was like ultra-high adventure all of a sudden. I basically took my father's composite longbow (I think it was named Lada) and went after a pack of wolves for weeks.
It ended when I tracked them to their den and killed most of the pack by shooting and moving from one concealed perch to another (I took a hitpoint of damage from pulling a bow with such high poundage without enough practice). In the end, I was caught in a perch aiming on the alpha when the wind shifted (random roll for the wind...got unlucky).
I got yanked from some low branches by one of the remaining wolves, and mauled pretty badly (there were more than a few rolls to determine what kind of permanent scars I got). I killed one of them with a knife, made some kind of called shot on another to do bleeding damage on every subsequent turn, and managed to get free. I lost my bow and knife in the process though.
In the end, I was about halfway up a very tall pine with two very angry wolves pacing below me. It was a long wait. Fortunately, one of them bled to death. Unfortunately, I was bleeding to death, too. Then I remembered my sling. What I didn't have was sling bullets. What I DID have was a few copper coins and a whetstone.
Based on the DM's description of the coins' mass and dimensions, I sharpened the edges of one of them and used it as a sling bullet. I figured I was going down fighting, but I critted and confirmed on the first one. The wolf died, I managed the heal roll to stabilize myself, and I slowly crawled back to town.
And that was just my prologue. I got recruited into the actual adventuring party shortly after.