We all have them. It's the first pieces we see that make us say "This will be my first loli piece." and in my case was followed by "And it's so cheap as well." Maid dresses with cheap lace, horrible lace monsters from ebay, and even fetish wear. At one point in the beginning stages of fascination with lolita, we look at something like this and go "I think I can make that work."
Here is my "I think I can make that work" moment:
Pictures don't do justice to how horrible this dress really is.
I bought it 2 years ago from a website called chinatowner. It was cheap and lolita looking(to me at that point). When it arrived to my house I was horrified to find that I basically bought a itchy lace nylon mess.
As much as I hate it, I still have it. I don't wear. But I keep it around to remind me to never buy something that looks like that ever again. I've even tried to turn it into a halloween costume last year.
Embarassing lolita purchases are often learning experiences. And I think they're vital, at least for me it was, in learning the fashion and learning what is and isn't lolita.