I don't really know what my first was, but I remember having a cool-looking Disney Pinocchio record with the picture on it.

Here, someone has it on eBay:
eBay - Walt Disney Picture Pinocchio LP Record SEALED

I also had my share of Star Wars story records. I would fall asleep listening to them, which wasn't the best thing when the top of the record player was down and it would overheat and melt the record.