Don't know what you consider the first job, so I'll just name my first regular (that means I worked in shifts) and my first irregular job (just showed up and got the task at the spot) My first regular job was washing dishes at a fancy restaurant. Free beer, free soda, free pizza, and I got 105 DKK (est. 20 dollars) an hour, and this was when I was 14 (uh, yeah, I drank beer back then, you didn't), so I paid next to no taxes, and I got 20-or-so % extra past midnight, and since the bar opened at 11, I made lots of money. It was pretty hard physically, and the workers were douchebags, but still, it was a sweet deal.
I had another job before that, which was given to the first one to meet up, and it started at about 6 in the morning down the peer, so I had to go up at 5. It was hooking bait on "stamps" (a wire with 50-150 hooks, used for fishing on a small boat), and they gave 100 DDK (20 dollars still) for every "stamp", but they were all messy, so the hardest task was to sort them out, especially because of the hooks. It took training, and I got the time down to an hour per average "stamp" (depended on how big a mess it was).
The workers there were creepy, and many of the employers as well, but I found the nicest one and stuck to him.
I still do this when I'm in need for cash, but with the economical bundle we find ourselves in today, everyone is unemployed, so it's not very easy getting a job there anymore.
Added (23/Mar/11, 6:57 PM)
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tl;dr:
Regular: Washing dishes in a fancy restaurant. (14-15 year old)
Irregular: Putting bait on hooks for small time fishermen. (11-13 year old)
Added (23/Mar/11, 7:01 PM)
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Right... The question was where we work atm, okay. I don't.
In socialistic europe, country pays YOU. I get money for going to school. When I need money, I meet up where I used to as an 11 year old.