I'm surprised this hasn't come up yet, but I started off way back with Air Warrior II. The intro was probably my favourite thing about this game. That, and the fact that it had sheep you could run over or strafe. You could literally drive or fly anything in that game, but all the tanks and jeeps had FM's, so you could do a barrel roll in a tank. In hindsight, the phsyics weren't all that great.
From that, it was CFS, CFS2, a brief stint in EAW and a B17 game that I can't remember the name of but had the absolute best crew management systems in any flight sim I've ever played, I still wish someone would remake it. Then after that came the various itterations of Il2, from the original, to FB, PF, then 1946 with mods. Now I split my time between CloD, RoF and A10, though with the latter I haven't had time to learn the systems. Although it seems an amazing sim in theory, I'm too lazy to learn to play it properly.
EDIT: It's not really a flight sim, but did anyone play a BoB game way back in the 90's on PC where you were in the ops room and had to control the placements of RAF flights to intercept incoming raids etc.? You'd get radar and OC warnings as to where and what raids were coming, then had to scramble the aircraft to that location and detail to raid etc. Again, hands down probably one of the best games I've ever played, it's so brilliantly simple. Unfortunately though all it says on the disc is 'Battle of Britain', and there doesn't seem to be a game with that name, so I've never been able to find it again.