I believe the first celebrity I remember distinctly was Tony Leung when he acted as Zhang Wuji. I was six or so then. The next one was about 12-14 years ago when a very new-to-the-scene Eric Suen promoted his hit single 'Love Fire' in Singapore on some random variety show -- there was something special about him that struck me and left a deep impression even though it was just that one appearance. He'd always been my on-off-on-off crush until about 4 years ago when I just had to fall totally for this guy, strangely enough at what some might say was the greatest downtime of his career. :P I can say I'm truly a fan today, and it's great that he's made a comeback in HK with his latest album.
The first true idol for me though, had to be Jonathan Brandis (same as wuxian) -- his role on Seaquest DSV was just too appealing! His death anniversary's coming up in a couple of months now... God rest his soul.