Based on a doujin game by Orcsoft.

What is the first anime one should watch?

Well for starters you should start it small.
That being said, I would recommend you to start with Death Note, Fullmetal Alchemist Brotherhood and even Steins Gate.
Also ‘Your Lie in April ‘, if you want to get a taste of romance, soothing music and the feels. Then proceed on to series with seasons like Attack on Titan, Code Geass, One Punch Man, Mob Psycho 100, My Hero Academia, Tokyo Ghoul. If you need to watch a long series, start with Dragon Ball series.
Cause this anime is what paved the way for other anime like Naruto, Bleach, Fairy Tail, etc.
DBZ is the best.
Then catch up to DBS.
Do a favor and don't watch DBGT.
You can also watch Naruto or One Piece. And the most important piece of advice, always watch anime in Japanese dub with English subtitles.
You can watch anime from various sites like, Masterani - Watch.
Anime., AnimeHeaven.Eu - Watch anime online.