I don't remember which version I started with, but it was first generation. I was I believe 8, and I racked up tons of hours playing both Blue and Red versions with my childhood friend. It could have been Red version because I still own my Red version. I believe I have Blue version, too, but it's buried somewhere in my garage. I remember buying Yellow version (well, my parents buying lol) from FuncoLand (the name/place before GameStop) for $20 and still have it (unfortunately the save file gets wiped out each time I play, so the battery or w/e died I guess).
I skipped gen 2, so that's why I'm not really crazy about gen 2 stuff, nor was I about HG/SS (but I still bought each one). I started again in gen 3 when playing my friends Sapphire version. I went out, bought Ruby version, then Emerald. I then bought FireRed when it came out and my friend gave me his Sapphire version as well as his Gold and Cyrstal versions for keeps.
Then after all that, I learned about in-game mechanics as well as competitive battling in gen 4 (and about older generation mechanics/battling). Not much into gen 5 right now, but I'm sure I'll jump into it eventually (or not; this might be where my Pokemon fun ends and might jump start again generations later like how gen 3 sparked it for me).
~ Aether Nexus