My first yaoi pairing was HieixKurama from Yu YU Hakusho (I was a *huge* fan of the series, so it came pretty natural)
The first series I read was Gravitation. Interesting story behind it, actually: a friend offered to let me borrow hers and I said okay, since I wanted to read it. Well, the next day, she brought in a shopping bag with the entire series in it! I was walking around all day with a giant bag of yaoi! XD