Although I was VERY broke when I started searching for my first sex toy, I knew I wanted glass. Glass is body safe and I felt it was more "classy" than other products. WOW THE INTERNET IS A BIG PLACE! I had no idea there was such a market for sex toys and even luxury toys. Eventually, I stumbled upon Secret Oh, an affordable site which had exactly what I wanted, inexpensive high quality glass toys. So there is was, my first glass sex toy. I was so concerned people at the post office would know I had ordered a dildo and forever look at me differently but, like most internet stores, it arrived in a plain brown box an I couldn't have been more excited. Since then I've built quite a collection and couldn't care less about the mail man knowing, but I must say this was a good place for me to start. There is always a special place in my heart, and vagina, for textured glass toys now.
Online, from Amazon. I researched the toy on here, but it was out of stock (then discontinued). Every toy since then I've gotten from EF, except maybe one or two that weren't in stock (I usually order to have something arrive on a certain day or range of days, so I can get it with a bunch of other non-secret packages or while my parents aren't home for a full day.)
As a gift at my bachelorette party! It was a simple plastic vibrator in a kit with other goodies like massage oil. I actually still have it and it has deeper vibrations than many of my other toys which is great.