In 1986 I was six and my parents took the whole family on a round-the-world trip on some bizarre round-the-world ticket sold by Malaysian, Continental and British Caledonian.

I think we must have flown British Caledonian to Houston to connect with a IAH-LAX flight on Continental, making that my first CO flight. I don't remember Houston at all, but my mother still complains about the six or so hours we were stranded there. So yeah, first CO flight ever was delayed six hours. Thanks, $mi$ek!... errr, Lorenzo!

First UA flight was... well apparently, it was SMF-DEN-MSY on March 9, 2008. It was unmemorable, but I do remember getting stuck at MSY for many long hours on the way home.