Your favorite book written in the first person

The OP didn’t specify novels or fiction, and most memoirs (or similar) are written in the first person. My favorites include:
The Double Helix by James Watson (He’s become problematic in his old age, but what a great book!)
How to Talk Dirty and Influence People by Lenny Bruce
The Cuckoo’s Egg by Cliff Stoll
Whoever Fights Monsters by Robert Ressler

Ooh, yeah, if we’re going to include memoirs, then toss in Feynman’s.

Add The Cuckoo’s Egg to my list as well.