I can't remember my first gay-themed TV show, movie or play, but some of my favorites are:
Angels in America
Beautiful Thing
The Birdcage
Brokeback Mountain
An Early Frost
In and Out
Jeffrey
Kiss of the Spider Woman
La Cage Aux Folles
Longtime Companion
Making Love
Maurice
My Beautiful Launderette
Norman, Is that you?
Take Me Out
Torch Song Trilogy