Your first component that was "special"

I'd definitely say the Audible Illusion 2D preamp I bought in about 1990.  I intended to change my system by buying new speakers, BUT...I heard the 2D in my system and it was much bigger change for the better in my system's sound.  I kept that preamp for 18 years until I bought a 3A so I could use LO MC cartridges again.  After that, it was hearing VMPS 626R speakers in my system--absolutely wonderful sounding.  It caused me to want to represent VMPS as a demonstrator for Brian Cheney which I did until his passing.  I eventually traded up to VMPS RM40 speakers with most of the upgrades except the OX and still have them.

Magnepan Tympani IVa speakers, driven by a Bryston amp, coupled with an Apt Holman pre-amp. All classics of the late '70s/early '80s, and I have little doubt that the system would still sound good today.

I second mizike, it was Knowledge.  Which led to better speaker placement, then a multibit external dac for digital, a tube stage in the chain with the right tubes, an amp that was a good match for my speakers, the right interconnects, proper settings on my pre, and impedance matching for system synergy.  It finally all came together for addictive sound.

Croft Micro in 1987. My first taste of tubes. I rewired it with Holco resistors, doubled up the power supply for each channel and swapped  the ECC82 for a black plate CV5042, it was so much better than anything I'd heard like Naim, Classe etc.

Pair of Mcintosh MC 275s in 1972.