Of course I played Zelda like so many others but never got into Final Fantasy.
The first RPG for pc that i've seen, was on a friend's computer. That would be Ultima Underworld 2 and it looked huge.
When I first got a pc, I was more into adventure games with a tone of RPG to them. Games such as Quest for Glory, Dragon Lore and Druid.
Where most people will say that Deus Ex is a FPS/RPG, I still look at it as a first person shooter. With its physics of running, jumping and shooting, it's a shooter.
On the other had, the original System Shock is a Sci-fi/RPG in my eyes. This was the first roleplaying that I have played. With a solid month of game play to complete it, this was a RPG.
The original System Shock was my first RPG on the pc.
Edit:
Currently playing Darkstone. <img src="/ubbthreads/images/graemlins/shhh.gif" alt="" />