It's been a while, but I believe my first CGC book was Wolverine v1 (Limited Series) #1, 9.4, Off-White pages, from Ebay. That was before I knew that Off-White pages on a Copper book were not desirable.
First slab purchase: Daredevil #158 (9.0) off eBay. he best thing about that purchase is it lead me to these boards.
First submission (with 3 express coupons from CS membership): Hulk #181 Silver Surfer #14 ASM #238
The thing I would've changed back them (and this is just a general comment, not just about slabs), is I should've focused more on quality and less on quantity. I was buying everything that caught my eye. I had some cool books, but I wish I had spent that money exclusively on Keys.
My first B'more Con was great. I probably spent close to $1000 or so. I got a bunch of nice books (Fury's, Xmen, Spideys, Cap, etc..). If I were doing it today, I probably would walk out of the show with one or two books instead of 20.