My first WD game was Lunar: The Silver Star waaaay back when on the Sega CD. Because I had gotten to go to a sleepover, my mom decided to treat my brother by allowing him to rent a Sega CD and a game to go with it, which turned out to be Lunar. (That local rental store was never very good about carrying RPGs, so I suspect that the relative dearth of games and Lunar's good sales caused them to pick it up. Lucky for us!) When I got home the next day I expected him to be mad at me, but instead he was excited to show me this awesome RPG he had discovered XD This was the first game we had ever seen with voice acting or any degree of animation, and we were both totally blown away by it. I still remember how he told me to search Ghaleon's desk the moment I got to Vane XDDD The characters were just fantastic and the dialogue the best I'd ever seen in a game, and it made me pester my parents for a Sega CD (though by the time they granted said request, I was overjoyed to discover Lunar 2 sitting next to it on the Toys R Us shelf

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My best memory is truly difficult to pick, but the first one that jumped to my mind is Lunar 2's epilogue. I'd never seen anything that let you keep playing after beating the game, and it was just an incredibly amazing experience to be able to roam around the world again after "beating" the game and seeing what the characters and NPCs were up to now. Every RPG should have an epilogue like L2's, ha--best ending EVER XD I remember wandering into the Dragon Ruins with just Hiro and getting my tail kicked by the doppelgangers there, which made me go, "Oh...you mean I was supposed to get the gang back together again first? o.o" XDDDD
While it's not exactly a worst memory, to this day I've still not met a boss tougher than Borgan. And if I recall correctly he was even nerfed slightly for the US version. But it was great how Lunn and Borgan were appropriately tough fights...even if "You're wrong, Lunn!" is now an in-joke between me and my brother from watching that danged cutscene so many times XDDDD