My first legendary were Blacksmithing plans - I DC'd seconds after looting them. They droped on June 1st, in act2 inferno. one of the instances that looks like Vault of the Assassin, but i think it was before Magda. The plan was just for some lvl59 xbow, cheap.
My first REAL legendary (=piece of equipement) was a 24% /+fire res Stormshield, that dropped off Belial on 1st or 2nd week of June. Sold for about 5m (before cuts) and this profit allowed me to get 2-3 good upgrades (at the time) and finish off Inferno thanks to them and that is why I do remember it so clearly.
Found this way back in Normal mode, Act 2 right as you start the act walking into the Canyon. I actually used this for a short while on my Monk. Good times!!! I will always keep this little Legacy gem just for posterity. No Brimstone here.
My first legendary drop was stormshield, don't remember where it dropped tho. Lucky me it was one of the legendarys at the time that was actually good and it sold pretty well even though it rolled pretty low.