My first RPG was Adventure for Atari.
At least, I think that counts as an RPG. You were a square hunting dragons. Though when I was a kid I thought they were ducks.
I don't have it anymore though; when I got SNES for Christmas my grandma decided I didn't need Atari anymore.
Oldest RPG I currently own would probably be... Illusion of Gaia for SNES? I think? It's actually Ashley's but it's been in my possession for like 17 years so it's mine now.