Incoming wall of text!
I originally heard about Shenmue from my brother's friend back before it was released. He was a big gamer and was the only person I knew who had a Saturn and a Dreamcast. I must have been about 10 and all I really remember, is that on a couple of occasions he would talk about how revolutionary this new Shenmue game was going to be. I'd seen a few pictures in the Official Dreamcast UK magazine, but I never really paid much attention to it as I was into very different games at the time (Tony Hawk, Ready 2 Rumble, Toy Commander etc).
Fast forward a few weeks/months, I was in town with my mother just before Christmas. Whenever I was in town, I'd make sure to visit CeX (computer exchange - a game store in the UK) as they always had 4 TV's set up with consoles on them where you could play the latest games (this is before CeX was shit lol). We took time out of Christmas shopping to head in there so I could play for a bit. After playing, I headed to the Dreamcast section to see what they had. I used to love just looking at the games and reading the back of the boxes to see what the game was about (something that it kinda lost today as we know so much about every single game before it releases due to the internet etc). My Mom said that I could buy 1 game for Christmas so after a while I decided and picked something up. While waiting in the queue to pay, I remember catching a glimpse of Shenmue on the shelves behind the counter. I had no idea that it had been released, and when we got to the front of the queue, I asked the guy who worked there when it came out. He told me and said that it was their last copy and that it had been reserved for someone else. A few seconds later, he was corrected by another worker who said that the original customer had cancelled their reservation so they could sell it if I wanted it. I instantly put back whatever game I had in my hands, and my Mum bought Shenmue for me instead! (Funny side note, When you reserved stuff back then, they would put this massive sticker with the customer's name on it, so until maybe a year ago, my Shenmue I cardboard sleeve had a sticker with some random dude's name on it. I manage to peel it off before going to Magic Monaco but you can see where it original was - vertically on the left hand side).
At this time, it must have been 2~3 weeks before Xmas and as it was an present, I was not allowed to play until Christmas Day! I remember being so damn excited that I couldn't wait any longer. When my parents went out of the house, I hunted everywhere looking for the presents (me and my Brother used to do this every Xmas) and after many attempts, finally found them. Now I knew where Shenmue was, I just had to wait for them to go out for a long enough time so that I could play it without them finding out (it sounds evil I know).
I managed to play the game a number of times before Xmas without them knowing! I vividly remember after 1 play session that I was just learning about the location of warehouse number 8 and the story started to really pick up! I was loving it so much, was so immersed in the world and couldn't wait for my parents to go out again so I could continue the story. The next time they left the house I ran upstairs to where they had been keeping the presents and found that they had wrapped them all up!!! I really would have to wait til Xmas this time!!!
The next few weeks were so painful, as I'd just look at the Shenmue shaped box underneath the Christmas tree. I also saw my brother's friend a few times, and distinctly remember him asking me "If I'd killed Lan Di yet?"... which made it even worse. Little did I know that I'd come to find out a few weeks later that he was just telling lies as we'd never get to catch up with Lan Di lol.
I honestly think that this is one of the many reasons that Shenmue is so special to me. I literally knew nothing about the game and went in blind. At the same time, having to wait a few weeks to play the game again after it was wrapped up multiplied my excitement, and made it so that Shenmue was always on the mind. It's a very fond memory of mine that I think about often.
I haven't seen my brother's friend for maybe 15 years, but if I happen to run into him, I'd love to ask him if he's played Shenmue III!