Well...I've been watching anime since I was younger but never realized it  XD Pokemon, Dragon ball Z/Dragon Ball, and other stuff like that.

But I would say the first anime I watched while knowing it was an anime was Fairy tail.  My friend had been watching it for a while and was always talking about it.   But I never had any idea what she was talking about.  So one day when I went over to her house to practice for a classroom talent show, instead of actually practicing she showed me Fairy Tail.  Thus, my Fairy Tail obsessed days began.  

Authors note:  So, what was you're guys first anime?