Your first component that was "special"

ADS L980 loudspeakers.  They gave me a sense of what is possible in sound reproduction.  It was up to me to take it from there.

The first time I heard the Koss electrostatic earphones.....I couldn't believe recorded music could sound this good. (50 or so years ago)

For me it was the original AR-XA turntable along with a Dynaco SCA-35 integrated amp back in 1974.  I was using a pair of homemade speakers built by my older EE brother at the time.  Among speakers, after going through a number of ARs, Altec's, EPIs and such, it was getting a used pair of Spendor BC-1s which I acquired around 1993-4.  What a revelation - that magnificent midrange!  They stayed in my main system until about 2011.

Probably my first pair of Quad loudspeakers, circa 1973. They changed how I perceived recorded music. 
Also notable for its time was the ARC SP 3-a-1. I suspect it sounds quite dated now, but when it was new, there was really nothing like it (other than perhaps some highly modified or rare tube preamps, though in the day, I thought it bettered the Marantz 7). 
I stuck with ARC electronics up through the SP-10 mk ii and Classic 60. I left the fold shortly thereafter.
I consider the Lamm ML2 SET amp to be a revelation. Though it was hardly the "first" breakthrough product I owned, it also changed my expectations of reproduced music.

I still own the ARC Dual 75a that I bought new shortly after the model was released. Most of the other equipment I owned in past decades is long gone, though I still have my original pair of Quads, as well as a pair of Crosby- modded 63s. And a pair of those old Decca ribbon tweeters, a pair of old Quad II amps, and....  :)

In 1973 I used an experimental circuit design from Motorola design notes for a 200 watt solid state amplifier. I designed and etched the printed circuit boards, wound my own power transformers from defunct colour TV sets, built my own chassis and put 2 of these mono amplifiers side by side in the same box. Wish I still had it today. LOL!