a .22 is gun too. In the U.S. anything over 1000fps is controlled like a firearm, so even one of your bb guns (assuming that's a generic classification) might have been your real first gun.
My first was a Remington 870 Competition Trap in 12ga. with a select walnut stock and chromed mag tube. Sweet. Bought it used 24 years ago, and it's technically worth more now than I paid for it.
First Pistol was a Ruger 22/45. Sold it pretty quick because the grips were way to small for my hand, but it was a very accurate gun.