My "first" was the Stoned Virus (actually a variant) around 1991. As it turned out a whole bunch of PC's at work got infected with it as well and I had to go around and clean them up (I wasn't IT--we didn't have any back then).
Not long after that I started using anti-virus software--at first McAfee then Norton (for MS-DOS) and became more paranoid. Actually I don't remember the last time I had a virus although I've had a few FP's.
Hell yeah...I still have some 5.25" floppies I know are teeming with nasties from when my damn gf took her WP homework to the Uni's computer lab and brought back a host of crap....that place had a VAX and a bunch of PC's with no AV.
I think it was the Rostov variant. Back then I used McAfee too on Win 3.1 later Win95, but mostly relied on F-Secure for DOS as it kicked McAfee's ass.
I had Terminate! comms proggie back in those days that allowed a DOS AV like F-Secure to scan incoming files from the BBS...long before real-time AV's on Win32.
I hate to admit this, and I don't want to sound off base, but...I've never really had one that got loose on my system. Anything that tried to join me and my system seems to have been trapped by one of my running programs...so far. I guess I have been very lucky as i, too, go back to the DOS days.
I think my first virus hit was Stealth virus for DOS back in mid 1990s/90s. My college friends and I got infected through 3.5" floppy disks from the university's computer labs. All you had to do is A: for the drive and boom infected! I remember we used McAfee (before they became crap) VirusScan for DOS to scan and clean!