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Mikey's first word was "Daddy," followed by about ten minutes of giggling as Splinter cried over him. It was immediately followed by "eat."
Leo's first words were: "Daddy, he doesn't like the yellow one," after Splinter dared to try and feed Donnie pineapple when the twins were three. Splinter was so flabbergasted that he took Leo's word on what Donnie liked until they were fourteen (he was never wrong, but Splinter wanted to get better at knowing his kids).
Donnie's first word was "Blue," said in the most heartbreaking whimper while he was sick and therefore separated from his brothers; Leo has never let him live it down. He was only a little over a year old, but had always been vocal about what he did and did not want.
Raph didn't speak until he was ten; his first words were "Step off, bitch!" At a stranger who tried to pick Mikey up while they were playing near the sewer grate.