Can anyone recommend some good first person fiction?

Moby Dick by Herman Melville. (Famous opening: “Call me Ishmael.”)
Huckleberry Finn by Mark Twain.
Lolita by Vladimir Nabakov.

I read this recently and I’m pretty sure it’s all third person, although from several different points of view.

Smilla’s Sense of Snow is mostly excellent, and probably different enough to qualify.

Isn’t The Catcher in the Rye written in first person?

(Checks) Yes. I’d say that’s about as good first person fiction can get.