For me it was Max Payne, way back in the days.. Such good memories.. https://www.remedygames.com/games/max-payne/ But in reallity it was my dad's ; he just let me play. So my own first 18+ rated game was GTA Vice City (and my mom wasn't happy about it). http://www.rockstargames.com/vicecity/ In retrospective, I really had a lot of luck to play these two masterpieces at such a young age.
Call of Duty 4: Modern Warfare, technically its my brothers game but I thought it would count on here.....other than that Probably Crackdown which is a 15 rated game but the first one I bought for myself, Crackdown 2 that was a full 18 rated game