The Wizard of Oz was the first, before I knew there was some sort of a difference between this or that animation.

The first "proper" one was either Spirited Away, Chobits (by recommendation) or Bleach. I adore Miyazaki's work still, Wizard of Oz has a special, nostalgic place in my heart and I want to see it again sometime, Bleach I probably couldn't bother to watch anymore (soooo much filler and pointless fan-service aimed at teenaged boys, I couldn't stand all that stuff even then), Chobits I might give a spin sometime just to see if it's at all not-horrible, but it's been a while so I can't really remember. The whole virgin-boy wants sex angle and fan-service thing never appealed to me and ruins so many animes that would be good or even great otherwise.