if the question is "started" shooting, that was with a remington 550 .22 just before i turned 5. couldn't hold it myself but my dad held it and i aimed and pulled the trigger. got a daisy bb gun for my 5th birthday. gold thing with brown wood grain plastic stock (still have it).
if the question is "my first gun" then i fall into the 410 double camp. is an Erbi box lock, aquired at age 9. 20's were the same price but i was afraid of the larger shell. have many times wished Pop had just got the 20 and not given me a choice as i'd at least have a gun chambered for something useful. i hunted with and shot the 410 but found it frustrating. my dad's 1100 20 ga on the other hand was much more satisfying. when i was 13 i got a beretta al-2 12 ga and since that day i've not shot the 410 2 boxes of shells in the intervening decades and don't see a reason to start now. wouldn't get rid of it for the world but it's essentially useless. may be "fun" to use but so what.
with the low recoil options for a 20, there's no reason to start a kid with a 410. gas operated youth stocked 20 - the way to go.