Interesting topic, I had to dig in my mails to find my first Ebay purchase.
My first ebay purchase was in 2005, one sold-out guy on BBTs and it was Armada Powerlinx HotShot :
However, my first ebay purchase is not my first (online or not) transformers purchase as I started with Bigbadtoystore first, for Alternators Smokescreen and Energon Starscream, back in 2004.
So basically, I started collecting TFs thanks (or because), this little guy (currently on my desk, still a love after 13 years):
But by digging my mails, I found something more interesting : my second ebay purchase (and especially the prices):
(they all got their price multiplicated by 10 since then).
I'm happy to have purchased them on their release when I see today's prices. It only made me regret the transformers I didn't purchased during their release and which are not affordable anymore.