What could be the possible advantages of teaching Scheme as first programming language?

When I started my Computer Science studies, Scheme was the first thing we learned in our first programming course. Almost 8 years later, I ask a friend of mine, and it seems that they are still teaching Scheme for beginners. Besides the annoying amount of parenthesis, I found Scheme helpful, and I was able to understand important concepts as how interpreted languages work, anonymous functions, recursion and so on.

My question comes, because, except for that semester, I have never used Scheme again, and even though it was helpful I have always thought why not teach another real world use language.

Wouldn't, for example, Python help in the same way? Why Scheme?

I think that the purpose of such a course is not to teach you a language. After all, Scheme, with its abstract syntax, is pretty minimal as a language. The purpose of a course like that is to teach you to think abstractly. If you can do that now, several years later, you can probably thank the course for getting you started. Abstraction, after all, is the big idea about computer languages.

A course in Python or another language can do similar things, but not in quite the same way, since in those languages you also need to learn the language syntax, idioms, and other structures. Scheme pushes all that aside for the opportunity to focus on abstraction. The things that are not in the language make it easier to focus on the big ideas.

This isn't really related to your question, but I note that many language designers start out with a lisp- (scheme-) like syntax to try out ideas in the language before they think very hard about its concrete syntax. It turns out to be very good for such experimentation.