I bought a used sewing machine for $90. I’ve had several new ones, that did lots of neat tricks, since then. But I still miss that old one. I also bought some comfy shoes to work in.
I don’t recall buying anything particularly. I didn’t receive an actual cheque - the money was deposited directly into my bank account. I was still living at my parents’ house, so I probably spent some of it on board.
I can’t say for sure, but I’m sure I spent some of that at the arcade.
Of course, it depends upon what you mean by “paycheck”. I was laying sod and pulling weeds for 8 hours a day, 5 days a week every summer at my grandparents mobile home park for the princely sum of $.25/hour by the age of 8. I actually got the above job (arcade money paycheck) because I was tired of humping my ass every summer for sub minimum-wage earnings.
25 years later, I’m grateful for the experience.
I’m pretty sure that half of my first pay ($50) was spent on Tracy Chapman’s self-titled debut CD, but I earned the same amount for two weeks work experience the same year and bought a CD with that money too, and I’m not clear on which was which… so the CD may have been Johnny Diesel and the Injectors self-titled debut album.
Both albums were stolen from my house a few years later.
My first job was freshman year of college, so we had to celebrate!
A $60 bottle of Jameson Irish Whiskey aged 20 years. It was so worth it.
My mother was alive then and owned the house, so like Cunctator I can say board would be a major part of where that first salary payment went, as well as my share of the household bills on top. Didn’t take long, though, before I made the first cool purchase I can recall, which was my first Walkman. 
Well, my first job was as a paperboy at age 12, and I got paid $16 for the first week, so I’m betting that a few Polish Sausage/Root Beer/Fry combos at the deli and maybe a bike part or two was involved. So basically it all went to my costs as an independent contractor. 
I think I bought pot and an album. If I didn’t, I should have.
I’m not sure, just like the government, it went into my general funds account.
Candy. I was twelve.
After working at a local hardware store all summer, I took all the money and bought a Fender Jazz Bass. It is still my regular instrument. I was 13.
Age 15, McDonalds: a 13" color TV to replace a B&W one with broken knobs, for which I had to use needle-nosed pliers to change the channel.
My dad was quite proud of me at the time for making an offhand comment about going to another store for my TV, thus causing the salesman to knock $20 off the price.
Nearly fourteen years later, it still works fine (though I no longer own it - gave it away to a friend).
If you are talking about my absolute first wage, that would about $20 as a paperboy when I was twelve.
Baseball cards. I bought a box of unopened packs so that I could put together the entire set for that season. I am pretty sure that I used the money from my second and third collections for that as well. Funny, $20 a week is a pittance, but for some reason, I thought I was filthy rich.
I never saw the first paycheck from my real job. Student loans and credit cards came calling. After I paid rent, I paid bills.
A '91 Ford Ranger.
This was in '94.
I don’t really remember. I started working when I was 13. Probably books from the local used book store.
I do remember that one of the first big purchases I made as an “adult” was a VCR.
I got my first job at 15. Mom was telling me to save my money but I remember saying, “Mom it’s my first paycheck, I have to blow it!”
I don’t remember what I bought. Back then it was probably CDs or clothes or movies and Slurpees. My first check was like $250 because it was two weeks combined (it was a weekly paying job but the paperwork had to go through) and I worked a lot because I was training so it wasn’t hard work.
A new set of sheets and the Snatch film soundtrack.
I saved up for the whole summer and bought a big screen TV. I was 14.
A stereo system. AM/FM, turntable and cassette deck in one unit with remote speakers.
I was 15 and working at a local Chemist/Pharmacy/Drug Store as general dogsbody. I spent my first paycheck of $20 (Aussie dollars) on a beeyootiful khaki skirt from Sportsgirl!