I started with the Dīghanikāya translation of Maurice Walshe. A bit eccentric, but it was the only actual Buddhist scripture that the Chapters I was in at the time had stocked.
What did you start with? What was your first dharma book?
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My first book was the Dhammapada, as well as various other books by different authors, but my first EBT book was also the Digha Nikaya, which I chose arbitrarily to take with me for a stay at Abhayagiri last year. I will never “unsee” the blessed one licking his eyebrows and mentally projecting an image of his sheathed genitals! I could very well have lived without knowing the 32 marks of a great man for as long as I draw breath, indeed!
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Is the Dhammapada not an EBT? It is so widely substantiated!
It is quite perfectly reasonably possible, I am just surprised!
The reason I didn’t consider the version of the Dhammapada I read as EBT was because it was only 26 passages, (whereas Sutta Central lists over 400 passages) prefaced by an introduction to each, written by Stephen Ruppenthal, with Eknath Easwaran as the translator. So it seemed to be a book about the Dhammapada rather than just the Dhammapada, If that makes sense!
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I started with Bhikkhu Bodhi’s words of the Buddha as an entire book, but I’d been playing along with the BSWA sutta class for a while.
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What the Buddha Taught by Ven. Walpola Rahula was the first book I ever read on Buddhism, and it will always have a special place in my heart. Then I started watching Vens. Brahm, Brahmali, and Sujato on YouTube, who led me down the rabbit hole…
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Yes, for me too, probably the first suttas I read were the ones excerpted in the back of Rahula’s book.
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The first time I read something structured enough on Buddhism was when I went through the Milindapañha.
Ah! How was going into the style of the suttas after that? Or was there no discernable difference in style? I have not read the Milindapañha, but I presume there is a reason why some include it as a part of their canonical Pāli material. It is even in the Taishō Canon in parallel Chinese recension.
It was an interesting transition. Milindapañha is a very cool transcript and gives you a nice spark for curiosity. If you don’t take it more seriously than you should it gives you a good hint of what to look for and or confirm is or not fully aligned with what the Suttas say.
Wherever You Go, There You Are by Kabat-Zinn & Zen Keys, by Thich Nhat Hanh, both published in 1994. I had just started high school.
With respect to early historical Dhamma, first was the Majjhima Nikaya by Bodhi, in 2008 or thereabouts.
Wheel Publications by the Buddhist Publication Society (BPS), by authors such as Nyanaponika Thera, Nyanatiloka Thera, Ñāṇamoli Bhikkhu, Bhikkhu Bodhi, Bhikkhu Khantipalo, Soma Thera, Piyadassi Thera and a few others. 
Then, or at the same time rather, the book The Life of the Buddha (an anthology of Suttas depicting the Buddha’s life from his birth until after his passing away/parinibbāna), by Ñāṇamoli Bhikkhu. I highly recommend it.
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This is was my first book too.
With Metta
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I’m not sure which was first out of these three: Ven Nyanatiloka’s “Word of the Buddha” (during Ajahn Brahm’s sutta classes back in the day…) or Bhikkhu Bodhi’s Majjhima Nikaya translation (again during sutta classes) or the old BSWA Dhamma Journals (now that’s going back a bit!) within which (mostly Ajahn Brahm’s) Dhamma talks were transcribed.
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The first Buddhist book I read covering EBT teachings was Awakening the Buddha Within by Lama Surya Das.
For me, it was the suttas themselves (on accesstoinsight.org). And then I got and read a copy of Wings to Awakening. I gave the book to some soldier in a border outpost in the Himalayas. I was hiking and wandering and reached a checkpost during a trek. After going through my stuff, he asked me if he could take the book and I gave it to him. I didn’t think of it as a gift of the Dhamma or anything - I just wanted to continue the hike and reach the glacier. 
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First EBT, the Penguin edition of “The Dhammapada” translated by Juan Mascaro
Then “Some Sayings of the Buddha According to the Pali Canon” - F.L. Woodward
This would have been in about 1980 when there still wasn’t that much readily available in the UK.
First Dhamma books would have been.
Heart of Buddhist Meditation - Venerable Nyanaponika A. Thera
A taste of freedom - Ajahn Chah
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What got me interested in Buddhism was a book called “Be here now” by some hippy. 
My first dhamma book was “Handbook of the Buddhist” by most ven Prof. Renukane Chandawimala thero" which was a dhamma gift for me. Aggañña Sutta , Chula Vedalla Sutta and Ariyapariyesana Sutta were among my first sutta readings.
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consider reading DN 23 “To Pāyāsi sutta”. That kind of style is there in Milindapañha. You would love it. There is a saying that if you do not want to read the entire basket of discourses, do read the Milindapañha and Path of Purification (Visuddhimagga), meaning that they cover it all (sort of).