Conway's 'Game of Life' in FORTRAN on an IBM 360. Hardly the third grade, that would have been in 1955. My next program was a 'Key Words in Context' generator written in BAL, likewise for a 360 (370 by the time I finished[model switch over should give you a clue as to when this was :)])---haven't stopped since and still continue to enjoy the creative addiction that programming brings to the game.
It wasn't quite my first program, but during one of my introductory high school programming courses I independently derived binary search (though of course I didn't realize it at the time). Additionally, this was well before I discovered what recursion was (I wonder if anyone else vividly remembers having their mind blown the first time they were introduced to recursion).<p>The funny part is that I abandoned the binary search strategy nearly immediately after conceiving it. Why? Because I realized that the array needed to be sorted in order for the search to work... and, at the time, the only sorting routine that I knew of was bubble sort. :)