Not sure if I can name a favorite, but maybe these all were at the time, since they’re the earliest classical music discoveries I can recall this morning and I know I played the records a lot:
Beethoven - Symphony #5
Beethoven - Violin & Piano Sonata (the one in F)
Bach - Toccata and Fugue in D Minor and probably a few other pieces
Handel - Messiah
Haydn - “The Heavens Are Telling” from The Creation (no record, learned it from church choir).
Tchaikovsky - Nutcracker Suite (before I knew about the ballet) and Sleeping Beauty because of the Disney film.
Grofe - Grand Canyon Suite
Van Cliburn might very well have been the first classical performer name I knew, too. Flor Peeters and Dr. Albert Schweitzer, at least in name recognition relating to organ. First known conductor was probably Stokowski because of Fantasia. This gets me up to around age nine or ten, when I discovered Gershwin and then Bernstein and things took off from there.