( and maybe even pre-dates tangor )
I was born old! My "first" records were Edisons (1/4" thick wax) and hand wound victrolas (I'm not kidding. Both wax cylinders and discs) listening to Ada Jones (1909), Edward Issler (1889-1893_ etc (those are release
Mother was a musician, I started violin at age 4, now play 15 instruments (and can reliably fake on a half-dozen more). Everyone in the family sang (I'm a performer of songs, not a singer). As a family we all aced "radio" either at home or in the car... Gifts of music for birthdays and other occasions makes it dang difficult for me to accurately remember "my first single" that's like asking what was your first bite of solid food?
With all that music, and the trading that kids do, by the time I was 10 I had 30 edison cylinders and over 100 edison discs. At the same time grandmother (a church organist, hands and feet) had given the family more than 50 78rpm collections of the classical (Schubert, Mozart, Bach, Beethoven, that whole Russian Nutcracker thing played until it wore out in the 1960s). Age 10 is when I started to through the family collection of recorded music and in the years following came Montovani, Sinatra, Kamphert, Gerswhin, Porter, Dorsey, Miller, Andrews Sisters... coming in a head ready to hear it all... I really didn't buy 45s... IIRC, the first things that I bought were Beatles, Stones, Presley, Lewis (Jerry Lee, not Huey!), Autry, Rogers (Roy and that other fellow who did show tunes) Haggard, and all where used 78s or new LP albums., but most of the time I got everything from the radio. I play classically (read grand staff) and by ear... the latter making a good living for over 50 years,
An interesting question. I wish I really had an answer of that first (and there had to have been one!) single that I bought.