Well when i first saw the show i had just been told by a someone, that Applejack was the only not retarded one. I then decided to watch the first episode.
Anyways my first thought on Twilight was that she seemed like a very reasonable person, I had an easy time identifying with her and thought that she seemed very normal.
When I saw Pinkie the first time I wasn't paying much attention so I just thought that she had been put into the episode to give Twilight a bad start at talking with other people, but when saw her later on at the party i instantly loved her personality, the freshness and randomness was very entretaining to me.
My first thought about Applejack was: Oh no! Not another southern stereotype! and that was pretty much what i thought until i saw "applebuck season" which is one of my favourite episodes.
My thought on Rainbow dash was just that I thought she seemed very silly, but was capable of being serious if she felt it was needed, but in the second episode that kind of turned.
My thought on fluttershy was: OMFG she is shy! that was it.
and my thought of rarity was initially wow, she is obsessed with looks!