Day 9: First campaign setting (published or homebrew) you played in.
I know the first setting we had was Greyhawk. However, I don't think we ever played in it. I remember making photocopies of it for everyone that was playing D&D at the time (we shared expenses) but because we all had a copy none of us ran it. Our other gaming at the start didn't have a regular setting, not even the homebrew kind. Adventures were one-offs independent of a setting.
I guess a case could be made that Keep on the Borderlands was a setting since it included places for the characters outside of the dungeon. However, we only ran the dungeon parts and never used the other parts that could be considered "setting".
All that being said, the first setting I played in was a homebrew that I played in about 6 years after I first started playing D&D. It didn't have a formal setting name. If the world had a name I don't recall it now. It was a campaign run at the local college. It had about 12 players and met weekly. In the campaign we traveled the world trying to stop the plan of a villain trying to darken the world and make it his own. It was an epic setting that followed much of the standard D&D rules. There were no house rules or setting rules, but the DM did allow a wide variety of supplemental rules for character generation such as those found in the Dragon magazine. This meant it was fairly wild. It was a chaotic campaign, but there were a lot of memorable highlights as well.