My first MIDI-capable instrument was a Roland Jupiter 6 in the early 80's. I had nothing to connect it to, though, until a couple years later when I bought a Juno-60 for the express purpose of providing a destination for my one MIDI cable. That allowed me to play two synthesizers at once on stage, which I thought was pretty awesome.
Later I went back to the music store where I'd bought the J6, on a weekday when the store was empty save for me and a salesman, who I talked into letting me connect every MIDI-capable synth in the store to one keyboard. I think there were 8 MIDI-equipped models by then, but we only had 6 cables. Still, it was enough to let me go all Rick Wakeman for half an hour until a real customer came in.
But MIDI didn't become the intimate friend that it is today until the advent of Cakewalk 1.0. It wasn't the first MIDI sequencer, or even the most popular, but a reviewer in Polyphony magazine thought highly of it (my memory is foggy but it could have been Craig Anderton who wrote that review). On a business trip to Los Angeles I picked up Cakewalk for $73 (list price was, IIRC, $300) due to having made friends with the IT guy at Guitar Center's corporate office.
When I got home I bought a Yamaha TG-33. That, along with my stage synths, Cakewalk and of course my trusty 3340S, comprised the core of my first serious MIDI setup.