I'm 16 now but when I was still very young I began to have a certain boredom and distaste for blockbuster films. I first saw Batman Begins but I didn't 'see' it if you know what I mean? As in, I was watching it but I didn't immerse myself in the plot. If it wasn't for the giant banner advertising Inception at the shopping centre I wouldn't have ever seen the movie. There was something about it that gripped me and I decided to give the movie a try. And I loved it. It was the first movie I got off the couch and watched alone at the cinemas. So technically, Inception was my first movie:
1) Inception - and then whilst I was interpreting the ending, I argued that the director wanted us to interpret the ending out own ways to make us think, that's when I started researching Nolan and I fell in love with his filmography. Then...
2) The Prestige
3) Batman Begins
5) The Dark Knight
6) Insomnia (recent)
I'm not sure about the order though, it could be BB, M, TDK and TP or etc. I'm only 100% sure I saw Insomnia last.
I haven't seen Following yet.
I was never really a fan of comic books and Batman but my best friend was totally obsessed with TDK when it came out and she made me watch it. It was my first Nolan movie, I liked it but didn't love it... at least not on my first viewing. I saw Memento a couple of months after that and it was the movie that made me interested in Nolan's work, I've been a fan ever since.
So, I saw his movies in this order:
1) The Dark Knight
4) The Prestige
5) Batman Begins
The Dark Knight (all of these were opening night in the theater- I was young, but I've loved Nolan immensely since BB)
Memento (I MIGHT have seen this before TDK.. I can't remember)
Following (these two might be in reverse order)