I'm not aware of any specific 'bad first creampie stories' in mainstream literature as this is a rather inappropriate and not a common literary theme. However, if we consider it in a more general sense of bad first experiences, in 'The Catcher in the Rye', Holden Caulfield has a series of bad experiences that shape his view of the world around him.
In the movie 'Eternal Sunshine of the Spotless Mind', the main characters have a very tumultuous relationship. Their first experience of trying to erase their memories of each other could be seen as a bad first experience in a way. It's a complex exploration of love and the pain that can come with it, but not in the inappropriate sense of the original topic.
Sure. Imagine a kid at a school bake sale. He sees a beautiful looking creampie and decides to buy it with his pocket money. But as he takes it outside to eat, a bird swoops down and pecks at the pie, making a mess of it. That's a bad first experience with a creampie.