My first adventure game was Myst.
The first games I played were similar in style to Myst -- 1st person games that ran in Windows 95, like Shivers, Connections, Atlantis, Timelapse, Titanic, Reah, Byzantine, Amber, Lighthouse, etc.
The first DOS games I played were Labyrinth of Time and Secret of Monkey Island.
Labyrinth of Time played in silence, but Secret of Monkey Island was an updated version that worked with sound in Windows 95.
Being able to play ALL the classic DOS Sierra and LucasArts games (not just those few that had been "updated" to run in Windows 95) was my inspiration for learning how to configure sound in DOS.
However they were not my earliest games.