Mine was either Southwest or Midway - I forget which. I was flying MCI-MDW from time to time and the FFP was literally paper-based: a punch-card type thing. I'm not kidding. If you flew a few round-trips, you got a free one. (I know this was the mechanic of Southwest's program for years, but I don't recall if they were the one that had the physical cards you had to carry around. This was late '80's.)

Other than that, my first major FFP was AAdvantage in 1993. Flight attendants walked through the cabin with paper forms to fill out: I did so on a TATL trip, made Gold shortly thereafter, and still consider AA my "home" program to this day...even though I've cycled through years of Star Alliance (including some UA 1K years).