Pretty sure Ancient Anguish (MUD) was my first foray into "online multiplayer games". As to what is generally considered an MMO? Meridian 59. I went back just recently. Still gives me the feels.
Wish they made a Meridian 59 game with new current graphics ( CryEngine / Unreal 4 ). Same game play but visually more 2019 style to make it much more eye candy and entertaining....
I started with Kingdom of Drakkar ( possibly the oldest graphical MMORPG beginning in the mid 80s ) and the game is still going. Then went to Legends of Kesmai and that game is still going via private projects.
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After that UO EQ DAoC WoW etc.