First store where I bought my gaming supplies? I dunno, George.
It was over 30 years ago in Superior Wisconsin, I've steamed (literally) around the world since then. Probably some local bookstore. In college, it was Games by James the local game store and head shop. They're pretty much out of the RPG business, they went upscale at the Mall of America, two floors above home plate at the old Met Stadium. They did have some Pathfinder last time I checked; I always have to fight an impulse to ask the clerks if they knew the placed started out selling bongs.
We also went down to Lake Street to the old Little Tin Soldier. I think that the wooden soldier from there is now at The Source in Roseville.