The first time i ever felt that i really won something was when i was in the 4th grade. Our class took won of those tests where there is a list of about 20 random things to do. The instructions for the test however was to read all of the list before you do anything. At the end of the list, the last one said, now that you've read the entire test, only complete number 2, and do nothing else. Number two was write your name in the upper right corner. I can remember sitting there, listening to kids count down from 10 out loud, or yelling out, "I'm first", or their names. Someone the numbers where stuff like, poke a hole in the paper is the left, lower corner, or draw a smiley face next to your name. At one point i looked over at my teacher and he was trying not to laugh, then he realized i was the only kid to follow the first instruction, he just smiled and made a keep quite motion.
After the test, Mr. Miller told every one that they had failed, except for me, and it felt great. He had a habit of giving every kid their own special nick-name, and he said from that point on, that mine was "Captain, because she's the only one out of you that i would want flying a plane." It seems like such a small thing, but that little speech gave me more confidence in my self than anything else ever had.
Other then that, the first "contest" I can remember winning was when i was like 8 or so, it was Bingo at the Ohio state fair, i was the only person under 35 playing, and i won $40, it was great.
In high school though, I'm proud to say that i won the halloween costume contest every year, freshman year, i was a greek goddess, sophmore year i used my wood nymph costume from the drama club play i was in, The Chronicles of Narnia, Junior year i was this really elaborate butterfly, and senior year i was a living puzzle, I took eyeliner and drew puzzle lines all over my face and hands, and then i used that puffy paint stuff to draw the puzzle line on a shirt, and a pair of pants, so it was like someone put together a 3D puzzle of me.