I believe it was The Phantom Menance.
My first DVD player was the PS2, which I got on launch day, so I also picked up Stephen King's The Stand on DVD the same day to test it out.
Also, the first CD I ever owned is the Jurassic Park soundtrack, which I used to test my new Sega CD. My first Blu-ray player was the PS3, and I got Die Hard 4 to test it out. Hmm... I'm beginning to see a pattern...