I've tried so many over the last decade or more. My first one would be Ragnarok Online when it was in open beta, but the first MMO I fell in love with was FFXI and my current MMO that I'm enjoying is FFXIV.

Most notable mentions of MMOs I've really enjoyed over the years include World of Warcraft, TERA Online, Wildstar (open beta), and Myst Online: URU Live.