All hope abandon ye who enter here

First: Limbo from Humble Indie Bundle V. (Or if Dota 2 counts, that one.)
Latest: Risk of Rain

Congrats on your milestone! :D

Congratulations, also I love Satan.

My first game was Grand Theft Auto IV and my last one is the Gothic Universe Edition (Gothic 1, 2 and 3)

First Game: Humble Indie Bundle 5
Latest: Rush for Glory
And congrats on the milestone!

First steam game: Borderlands, which was gifted to me by a friend

Latest: Windforge, which was gifted to me by alexrzvz on SteamGifts.

Congrats on your milestone! I reached my 700th not too long ago so 666 wasn't that long ago for me but I don't remember which game it was.

Your title reminds me of Resident Evil Revelations :p

Congrats on the milestone!

First game - Left 4 Dead.
Last game - Adventures of Shuggy , got it for free.

First game: Amnesia: The Dark Descent

Last Game: Planet Explorers

Congrats on your milestone! I'm getting there, hehe!

Congratulations on your milestone!

Well, my first steam game was probably Killing Floor. Last one's BattleBlock Theater.

Congrats on the milestone.

My first was Pyschonuts I believe. And last is Blauder's Gate 2 enhanced edition.

Borderlands

DLC Quest

my first was Sleeping Dogs (retail serial from local store) (less than an year ago), and last Hitman Absolution EE (or actually Dino D-Day or Neotokyo but they were free so...)

first game(s) was half life and portal bundle for just joining steam. my last game i bought i believe was Puddle

First played game was Payday 2 and latest would be Saints Row Franchise Pack

1: Surgeon Simulator on day 1 of the Steam Summer Sale 2013.

617: The Stanley Parable on day 10 of the Steam Summer Sale 2014.

One week away from one year on Steam!!

Edit: Apparently a number sign in front makes the line appear large and bold, so they were removed.

First Game-Terraria
Last Game-Monaco: What's Mine Is Yours

My first game was Half Life 2 and the last game I bought was Urban Trial Freestyle on the last day of the summer sale

First game was TF2, latest game is Age of Empires II HD + The Forgotten.

First game was Half-Life¹ Anthologie (including Half-Life, Half-Life: Blue Shift, Half-Life: Opposing Force and Team Fortress Classic)
Latest game is Giana Sisters: Twisted Dreams - Rise of the Owlverlord (GMG Indi Sale)

First game : Half Life 2 ; Last game bought ( through tremor games this time though ) : Postal 2

My first game was more of a game pack - the Orange Box - but I probably played TF2 first. My most recent game was SpaceChem from the PC Gamer giveaway. Thanks for the giveaway!

first one: The Orange Box, bought retail before even creating a steam account :D
most recent: DmC, won it in a giveaway a couple of days ago :D