First D&D Product that I Bought
This is a tough one. It was either the World of Greyhawk boxed set or Oriental Adventures for 1st ed. AD&D. I remember buying the Greyhawk set because I was curious as to what was inside it. I thought it might be a boardgame/rpg hybrid. I thought that the maps were way cool but was also disappointed that there were no dungeon modules inside.
I think that I am going to say Oriental Adventures was the first product that I bought. I always borrowed my brother’s rulebooks and he had a ton of modules so I never really felt the need to buy my own stuff. However when I saw that there were rules for ninja, I grabbed that sucker right off the shelf. I don't have the Greyhawk box anymore but I do still have my copy of Oriental Adventures.