Why? Mostly because you're older.
A lot of people here LOVE the first two Monkey Island games and I would have to agree with them; they're great games. However, my favorite game is Curse because, well, I started with Curse. I have a good feeling that the first game you play will beat out the others due to the nostalgia factor, and the notion that games are more enthralling when you're younger. To play the previous two I waited years before I found them in a vintage pack of LucasArts games.
You could probably write an equation for it. Fun = Quality / abs[13 - Age].
Fun would be maximized around Age 13...still young enough to really enjoy games but not too young to be confused on the puzzles or understand the jokes.
I believe all the MI games had great quality and would then be a toss up based on when you played them. As for EMI, the departure from clickable items to "Guybrush head-turners", along with the convulted plot made that game a little less exciting than the three. I'd still argue it's a good game though, and had it been my first I'd enjoy it a lot more.