Yes, the very first thing you remember in your life on this earth. I'd recommend choosing the first thing which you are sure really is a memory and not a dream or some fake story your parents made up. I imagine most people can't put a very precise date on their first memory and that's fine.
I'll start. Actually I do have a fairly accurate time frame for mine. I knew approximately when it had to be, at least within a year or so, and I was smart enough to ask my mom while she was still around. She couldn't give me an exact date, but she did know the year and the time of year.
So. Spring of 1952. I was two years and a couple of months old. It's a tiny fragment of a memory. I was standing in the doorway of our house with my mom, watching a large truck backing up toward us. My mom was explaining that the truck was coming to take our house away. I don't remember my attitude toward this and I don't remember the house actually being moved. It's just that one little thing, probably lasted twenty seconds.
And now that I think of it, that was just about exactly 65 years ago. 65 years. Unbelievable.
Our house at the time should not really have been called a house. It was a teeny little one-room building and it was being moved so that the lot could be used for our new, slightly larger house. I have another equally teensy memory from probably two or three months later, when our new house was under construction, but any period of real, longer, numerous memories was still a couple of years away.