Over the years, I've had a couple of cases where I had an original story published in the first issue of a magazine, but my story "The Centurion and the Rainman" was the first story published by Buzzy Mag in March 2012. It is being reprinted in my upcoming collection coming out from Fantastic Books, "The Clock Struck None".
With this certification for Buzzy Mag, "Rainman" retroactively becomes my fifth professional-level sale under those SFWA guidelines, the previous stories being "A Rocket for the Republic" in Asimov's, "The Witch of Waxahachie" in Jim Baen's Universe, and "Great White Ship" and "Double Exposure", both in Daily Science Fiction. Although I've had almost 80 publications in ten years, I'll sell to any small market and my stuff is a bit old-fashioned and traditional for the leading magazines today
Daily Science Fiction was approved as a qualifying market in the fall of 2011, and as soon as it was, I presented my contract for "Great White Ship" to the SFWA, which at the time was my third pro level short story sale, which entitled me to upgrade my membership to Active (full). So I suppose that qualifies as a first, also.