I grew up with the MSX home computer. I think one of the first games I bought with my own money (allowance money, likely) was probably some Eurosoft port from another platform, something like Maze Master or something similarly affordable. But hey, I was like 14 or so and money was scarce
If you're talking brand new games I bought with my own earned money, it was probably Metal Gear: Solid Snake for the MSX2 that I bought first. It was like 100 Dutch guilders (about 50 euro; we didn't have Euros back then!) and I bought it from this company that would send these newspaper-like folders every 2-3 months with software for many different platforms (mostly PCs and home computers) that they imported from Japan. Wasn't sure what to expect when the advert said 'Korean version', but it turned out to be a perfectly playable Korean rip on a non-official (read: not Konami branded) cartridge with a Quarth (another Konami game) label underneath. It also came in a box half the size of the official one with a color manual all in Korean - completely different from the official Japanese one. Still, it had all the right chips inside, including the SCC chip, and it played perfectly.
These days, that Korean version is quite the rare item I think. Sadly the cartridge has died after I messed with it to put a switch in it so I could use the SCC with *ahem* less official Konami games, but the box and manual are still something I proudly own to this day, well over 25 years later.