TOD
All day I've been thinking I have not the slightest idea what the first book would have been, but I have remembered that it's very likely Tales of Edgar Allan Poe in the dark green Random House edition (with woodcuts by Fritz Eichenberg) my mother always had. I remember reading a few of the stories in a house we lived in prior to seeing the first of the Roger Corman films. It's possible that I'd seen the trailer for "House of Usher" then, but if not, I was being drawn to horror and supernatural stories anyway at that time.
(To this day, that Random House edition remains one of my favorite Poe volumes, and my attraction to that book extended to the Random House editions of the Bronte novels, also illustrated by Eichenberg. And one or two other things that escape me at the moment.)
I also remember reading sections of my mother's copy of Gone With the Wind , probably just a little later than the Poe.