Mine was The Evil Within because I got a PS4 around Halloween time, and was in a horror game mood. I got The Last of Us about a week after due to reviews, and ended up playing it instead. I didn't go back to The Evil Within until December.
The first game I bought for PS4 was actually Grand Theft Auto 5. Not a bad introduction to the console at all! Although technically I got the Last of Us for free on a digital download when I bought my PS4.