in Delphi :: When you want to learn a new programming language you pick a book or find an online tutorial. The first project you will create would be a "hello world" type of application - such a program should be one of the simplest programs possible in a computer programming language.
After a few "hello world" programs, you would start building your fist non-trivial application.
Share your Delphi past: What Was Your First (Not a "Hello World" Type) Delphi Application?
Related:

First Turbo Pascal (3/4) application: Calibration suite for devices that protect aircraft from guided missile homing systems. Talk about being thrown in the deep end!
First Delphi (1) application: Oracle front-end for Pharmaceutical industry (ODBC didn’t work properly with Oracle back then, Borland’s SQL-Links did, so we chose Delphi, not MS-C++)
@Ken: please add your 1st Delphi application here:
http://delphi.about.com/u/ua/beginners/your-first-non-trivial-hello-world-delphi-program.htm
My employer did the catalog fulfillment for Phillip/Morris (the stuff you got for mailing in points). The boss came to me and said they needed a program to track the postage for everything they were sending out for all of the brands. I said I “need” this new Delphi(1) software. The program took two weeks and worked like a charm for 5 years. Side note: I was never questioned on the need for development software ever again.
Using Delphi(1/2) in the EDI financial world, an “instrument transfer” translator. Verified data entry transactions were translated into mainframe-ready transactions and posted to a server. Then I wrote my “Hello World!” program
My first Delphi (3) app was an importer for data beeing delivered in an access DB on CD into the dbase DB of ERP systems we still developed in Clipper. This was 1998.
My first app was a program that accepted a file name and displayed the contents as RGB colors, in Delphi 1.
My second was a hex viewer for files.