I got mine from a sex shop called The Lacy Lady. I was nineteen, and had just graduated high school. I'd been wanting a toy for some time, and so my mother showed me the shop and helped me pick out a toy and some lube - which was really nice of her, because she doesn't use toys herself (lube, but no toys) and obviously felt a tad awkward. The shop owner was very nice, checking my I.D. and then going about the sale like I was an old neighbor.
All subsequent toys have been purchased online. I only had four when I found EF. Now I have at least triple that.
When I was 23 I bought a realistic dildo in a brick and mortar store. There were no other customers in there at the time and a an older woman behind the counter otherwise I don' think I would have had the nerve. Of course I almost died when she came out from behind the counter and got a bottle of lube and told me "You'll need some of this." If it had not have happend so fast I think I would have left without buying anything, lol.
I got my first toy, a realistic cock vibrator made of jelly, via mail order in the late 90s. The company operates online as adulttoy.com. I went this route, because the sex shops at the time in my area were pretty sleazy. They were the types of places that had video arcade booths in the back, and you would see guys walking in with rolls of toilet paper. Nasty! A Lion's Den Adult Superstore opened outside of town a few years ago, and that place is nice. I got my Jopen Vanity Vr5 from them.
My first toy was a Secret Santa gift from a guy at the video gaming website I worked for at the time. I remember being absurdly embarrassed about it at the time, especially as word spread around the community that sweet/innocent little me had gotten a "special" gift, but I'm thankful for it now. I never would've bought myself something like that back then.