Your first concert was to see who and when?

The Mothers, Phoenix Star Theater (Arizona) right after "Freak Out" was released. Best show I've seen though was Captain Beefheart and the Magic Band with It's a Beautiful Day at the (Long Beach, California) Fox West Coast Theater circa 1972. The gargantuan and very potent joints passing down the audience rows added to the entirely surreal atmosphere of the event. 

The Yardbirds, 1967 in Orlando

Elvis at the Chicago Stadium in 1976. I was 10. 

First ever concert was Queen in Frankfurt 1978. 

Arlo Guthrie - my parents took me and my brothers to see him in ~1975 when I was 8. My parents were scandalized that a couple sitting one row in front of us were snorting white powder off a small mirror. Took years for me to realize they were doing coke.

The first concert I went to deliberately was Tom Petty and The Heartbreakers with Bob Dylan in 1984 at Madison Square Garden. Dylan’s career was at a nadir and Petty went on tour with him to support Dylan by introducing his fans to Dylan’s work. Dylan didn’t do himself any favors because he was awful live.