Interestingly enough, Weird Al is also one of the foundations of my interest in music. The album that song is on (Off The Deep End) was one of the first CDs I ever purchased with my own money.
My first ALBUM, yes vinyl, was Foreigner IV
The first album I bought EVER (on cassette tape) was Black Sabbath self-titled, followed by Nirvana's Nevermind.
The first album I bought on CD was the aforementioned Weird Al, followed by Mettalica's Reload, which while being one of their worst, led me to their earlier (and much better) albums.
The first album I bought on vinyl (which I've been collected for the last decade or so) was Enter the Wu-Tang Clan, followed by an EP called The Bad Seed by a band called The Birthday Party - which was also the first piece of vinyl I spent more than $50 on.