This is my firs post, but since it's all about Mahler beginnings that would seem appropriate.
My first Mahler introduction came in a flood throughout a mid-90s summer, during one of those long breaks between my first and second year at university. I had managed to get hold of a new PC and found myself experimenting with a CD ROM encyclopedia (this all sounds so antiquated now). All of the sound files were possible to access without going through the encylopedia, so I played around with those relating to classical composers. By that time I was familiar with a fair bit of Holst, Rimsky-Korsakov, Vaughan Williams and lots of film composers. In one of the move soundrack sleeves there was a reference to Mahler as an 'influence' so I picked out Mahler on the CD ROM. There was a sample from the finale of the First Symphony. Shortly after that I bought Yuri Simonov's RPO Collection recording of the whole first and loved it (not so keen on that recording now!). Then came a flood of Proms listening sessions on BBC radio 3 during the same summer. I heard the 2nd, 3rd and 6th, from which point I found myself inexplicably losing money and gaining CDs.
I seem to remember that my first full 'set' came between that point and December the same year, which was not a financially sensible thing to do at all. But hey ho. The first set was quite straightforward, with many choices that I still love now. In order they were: 1 (Simonov), 2 (Kaplan LSO), 5 (Abbado in Berlin), 6 (Boulez in Vienna), 7 (Abbado in Chicago), 4 (Maazel in Vienna), 3 (Abbado in Vienna), 8 (Tennstedt Studio version), 9 (Karajan I), 10 (Rattle Bournemouth), Das Lied von der erde (Haitink + lots of orchestral songs on a Philips Duo). The next year I added Das Klagende Lied (Chailly) and stopped for a bit. At this point you'll probably all spot that I was somewhat dependent on the Penguin Guide, largely because internet access in mid-90s Oxford was very slow indeed!
The interesting thing is how it all developed from there. I occasionally caught snippets of performances on the radio and always wondered 'what if I preferred another version, am I losing out?'. At that point I acquired Rattle's Second and Abbado's Berlin First, and although they may not be everyone's cup of it they did rather make it clear that different versions brought different benefits and deficits. From that point the freight train of Mahler purchases slowly groaned into motion, somewhat reaching full speed what I was at my second teaching (Mathematics not Music) post at a boarding school in England (where I had spare cash because I didn't have to pay any rent!). Nowadays each symphony is represented at least 60 times in my collection, though that's a silly point really now that we have so much available to stream.
Currently I am working through Sinopoli's set again, marvelling at just how 'different' it sounds now that I am listening with more experience (than when I bought it about 10 year ago I think).
The Mahler experience is still changing for me, not least through the discovery of Jens Malte Fischer's biography and Benjamin Zander's interesting lectures as recorded alongside his symphony discs. Some of Bernstein's lectures have altered my view, too, so it continues to be about new discoveries. My latest purchases threw up some interesting points. I was prepared to be wowed by Jansons' Radio Recordings disc of the 7th on RCO live, but was cruelly disappointed because someone appeared to be trying to kill the first trumpet throughout. Maazel's third set is now complete for me, too, and I still wonder how he managed to make the 8th move so slowly (though I did really enjoy the - also slow - 7th in THAT set). Also recently I dug out a second hand copy of Tennsted's Chicago First and loved it for all the swagger and character.
New recordings continue to bore, enthrall, excite, depress me depending on my mood and their mood, so the journey seems to restart over and over again.
All the best
Nick