The First Issue of "The Many Deaths of the Batman" 3 parter
(sorry about the pixelation)
Batman 433 was the first Batman comic I bought for my own collection. What sucks is that I sold it back to someone during the move, so I don't have it anymore. I wish I did, because the story is classic, now.
Its the infamous silent issue (well, silent except for Jim Gordon saying "Get Out"). John Byrne wrote it as an entirely silent issue, no word bubbles at all, and Jim Aparo does amazing work...so expressive that we don't need the words to understand what's going on. As a kid, I didn't know about the gimmick death aspect of comics, and so I was naieve enough to think I was really witnessing the death of the Batman. I found the comic really moving, and it probably set the tone for what I consider good work.
Turns out, someone is taking men and dressing them up in Batman costumes and killing them in various gruesome ways. But before they announce the identity of the man that's dead, all the papers say is "Batman dead." Mind you, in continuinity terms, Jason Todd had just died a little while ago. The issue goes from scene to scene showing how Alfred takes the news, how Dick Grayson takes the news, etc. Even how criminals in Arkham take the news (although, not Joker in this issue--something that many fans feel is a bit of a gaff).
Turns out, in the end, they do reveal that its just the people who taught Bruce all he knows being dressed up and killed. At the time I remember being (I know this sounds incredibly dorky) relieved, but now that I think back over it, this is a great story. The fact that someone knew who taught Bruce enough to kill them off is a really neat storyline, I think.
In the end (two issues later), though, its a first time (appearance wise) bad guy who trained Batman (as Batman, not Bruce) in explosives, and worked out who else had trained him without knowing that Batman was Bruce Wayne.