On bass? YYZ. Yeah. I jumped straight into the deep end. And i came out thinking "WHAT THE F*CK!!!!?!?!?!?!" and from then on I worshiped Geddy. Then Freewill and Natural Science, just like 1-0-0-1-0-0-1. I'm mainly a bass player, so I know a ton of Rush songs on bass.
On guitar the first one I learned was Cygnus Part One. I'm still working on the solo, though, cause I'm not good at guitar, but I know it and a couple other ones all the way through on guitar (minus solos, of course).