The first country I visited outside the US was Mexico. That I lived in Phoenix at the time makes that less surprising, perhaps. After that was Canada and I've been back to both several times (as far south as Cabo, which isn't that far, and I got my first scuba cert in Guaymas). After that is Italy and Ireland. I don't recall the order after that, but I've been to The Netherlands, Germany, France, Switzerland, Austria, Czech Republic, Hungary and Slovakia. Most of those were on Viking river cruises, which is a great way to get a taste of a lot of places, wholly different from ocean cruises. Italy and Ireland were separate trips and stand out for many reasons, not the least of which is I got to travel with my mom and those are some precious memories now that she's gone. (They were special before, of course.)
In the US I've traveled to all of the western states and a few others, (Nebraska, Kansas, Minnesota, Wisconsin, Illinois, Iowa, NY, Massachusetts) though I've only lived in three (Aridzona, California and Colorado). Assuming I live long enough I plan to see more of the states, including figuring out where to live after my wife retires (not necessarily in the US, either).