LoZ: Ocarina of Time
Not only was it the first non-platformer/shooter that I ever played, I also got it at a pivotal moment in my life. As such, Zelda will forever hold a special place in my heart.
Even since Ocarina, every one of the home-console Zeldas has come out at a time when something big or significant was happening in my life. For instance Skyward Sword came out just as I've moved from living at home going nowhere with my career, to living independently and moving up in terms of jobs; each game marks an important time in my life.