I doubt it was the first fully CGI movie, but I specifically remember Final Fantasy: The Spirits Within being fully CGI. It wasnt well received, but IMO it wasn't a horrible movie. It got a lot of hate from people in my circle because it didn't look real enough.

Here is an old interview with some of the people who worked on it:

https://youtu.be/hw0lyjniQX4

I think the first CGI effect officially was rather... Unimpressive by today's standards. The movie Westworld (from the 70s?) had low res pixelated scenes that were meant to represent the robots view. It was like if the camera was filming at a resolution of 64x64. That's it, that's the CGI. A bit underwhelming today.

And I had to look up the first integrated scene because i never remember the movie, just the scene. A stained glass window character comes to life in a library. It's a CGI flat knight made of stained semi transparent glass wielding a sword, in a filmed location, moving around actors. It's from the Young Sherlock Holmes movie in 1985

Here's a decent list, I'm sure there's YouTube videos showcasing all the effects.

https://faroutmagazine.co.uk/timeline-history-of-cgi-movies/

That's the first that came to mind for me too. I remember better reception from critics though. I especially remember comments about what an amazing job they did crossing the uncanny valley

Ooh it was before that. The first use of CG was the title sequence of Vertigo in 1958!