I think every writer remembers the first story he or she ever wrote. I wrote mine when I was five years old and in kindergarten. My teacher used to set out little booklets in the shapes of ducks, eggs, snowflakes, etc. I think she wanted us to draw in them. I wrote in mine. With Crayola marker. In all caps. And did all my own illustrations.
My first story was written in one of the egg-shaped booklets, and it was called "Happy Birthday Easter Egg." It was about an Easter egg whose friends threw him a surprise birthday party. It wasn't particularly original. I actually more or less plagiarized the plot line from several cartoons and children's books. But I like to think it was pretty impressive coming from a little girl only five years old. I threw it away five or six years ago, and I've been kicking myself about that ever since.
I can't say for certain why I started to write. I have a vague half-memory that I'm not sure actually happened. One day I told my mother that there was nothing interesting in our house to read. She told me, "Well, you should write your own story then. Just make it up and write it down." That changed my life. I was amazed at the thought. I realized, "Hey...I can write my own story if I want to!" It was a shocking and incredible and wonderful realization. And I've never stopped writing since.