I think it was sometime around 2000 for me. So my memory's not good enough.
What I remember as my first game against an SEC opponent was against Ole Miss in 2005. We had just suffered the heartbreaking five missed field goals loss to LSU. Fairly ho-hum game that we were never in any serious danger of losing.
Games I can remember attending:
2004: Louisiana-Monroe, Citadel, Louisiana Tech (lame, I know)
2005: Georgia Tech, Western Kentucky, Ole Miss
2006: Buffalo, Arkansas State (again, lame, I know)
2007: Kansas State, Vanderbilt, Tennessee Tech
2009: Louisiana Tech, Mississippi State, Kentucky, Ball State, Furman
2010: Every home game except Arkansas (had a cold)
2011: Florida, Ole Miss, Samford
2013: Every home game
2014: Arkansas, San Jose State, LSU, South Carolina, Texas A&M 😑
Haven't been able to attend a game since (scheduling/location conflicts).