It has to probably be between Oot and MM but i don't really consider them my first mainly because of the fact I was 4 to 5(small memory of it). The first game i really played must've been Kingdom Hearts II, at 6 years old.
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I played that like a pro too, I got up to Pirates of the Ciribbean, 2nd time, without changing keyblades or adding abilities. Didn't know how until my older cuz(totally boss) did it for me after the boss battle there.