I don't really recall my first bird or small game animal. I have taken plenty of grouse, squirrels, etc when I was a kid. I do, however, remember plenty of goose and duck hunting with my father and grandfather. They didn't need a retriever, because they had me along. I was always more than happy to run out there and bring back whatever fell out of the sky.
I do remember my first deer season when I was 13. I had always gone out, but this was my first season with the rifle in my hands. I had spent all season out after school and weekends with either my father or grandfather. There were plenty of deer around and I passed up on several bucks that season. I was young and excited and looking for the monster buck. My father and grandfather were both very patient with me, never saying anything if I decided to pass up on a doe or small buck. It came down to the last day of the season, and after a particularly slow day and about 15 minutes of light left, we came across a decent size doe. I decided this was going to be it. I pulled the trigger twice and missed both times. (I later found out I had a broken scope mount and was shooting way off, but that doesn't matter) That season I was taught a little lesson in humility and about hunting itself. It wasn't always about getting the biggest animal out there. The real enjoyment was just being out there, the reason both my father and grandfather sat so quietly and patiently.
The next year I got my buck (not a monster) and have taken many animals since. I have also had years when I did and didn't fill my tags. However, I've never minded since then, because I learned how enjoyable it is just being out. I still hunt with my grandfather and father, but now I have the pleasure of taking my new-to-hunting wife with me and teaching her what I know. Watching her excitement is better than filling my tags any day.