Mine was the first dog I could call my own. A beautiful Labrador that had show quality looks and was amazing out in the field chasing birds. I got him when I was 14.
When he died I was sad. He was a great dog. I still reminisce at times about some of the experiences I had with him. I have told my kids all the stories.
I bought another dog though after my lab and he was great too. I loved him also and was sad when he died.
That same process has happened about a half dozen times over the years. The three dogs we own now are great in their own ways.
The setter I have now is the best bird dog I have ever owned.
So, to answer your question the first dog I owned will always have a special spot in my heart. Part of that is nostalgia being a kid with my first dog.
The hole was filled pretty quickly though with another puppy.