Well what is your first indie game played for first time?

Like others have said, I played a lot of small indies back in the 90s-early 2000s (MS DOS games, lol)
But out of recent indie games, the first I played was Path of Exile, while it was still in beta.

Braid. Awesome game.

First one I can remember was Super Mario Bros. Hard to believe what a group of card game designers are capable of.

Antichamber
Awesome puzzling mindrape

Super Hexagon or Minecraft :)

Dunno. Something shareware in the early 90s probably.

Are we talking about Shareware here? No idea really there... Prince of Persia might have been first game I played... Not well that is... So it's some shareware/freeware title in 90s... No idea what...

On Steam: Introversion Complete Pack in 2010, which means I have attained majority of my Steam library in last 4 years...

No clue. Most of the games I played as a kid were technically indie.

was limbo from hib 5

Capsized

Knowingly? Braid. I played plenty of small games before over years, especially adventure ones but no one was calling them 'indie' back then. They were just games from small studio/a bunch of guys/one man.

Psychonauts way back in 2005