I think it was somewhere around 4th or 5th grade when I unwrapped the Christmas present that turned out to be my first CD player. It was the big bulky kind that also included a radio; it would be awhile before I graduated to carrying around a Discman that skipped and skitched every time you took a step.
As the nerdiest child who has ever existed and Bible Belt resident, I was primarily into Christian music and the local oldies station. So wrapped up with with my new CD player was my first CD, "Heart in Motion" by crossover Christian artist Amy Grant. The hit single, of course, was "Baby, Baby."
If you want to go down a rabbit hole of bizarre Christian music, I've included the video "Satan Bites the Dust" from one of my favorite childhood artists Carman. I saw him give a free concert once and lost control of my body and screamed like he was a Beatle when he came out.
This is just scraping the surface -- here's his rap offering, "Who's in the House?" (Spoiler alert: The answer is Jesus Christ.)
I remember singing the latter very enthusiastically at church camp every summer before sobbing teenagers streamed up to the pulpit to "rededicate their lives to Christ."
A lot of church camp was about seeing who could get the most hysterical for Jesus. The other half was not being allowed to wear shorts above the knee or use the pool with the boys. (An ill-thought-out policy, since the boys then just used the girl's pool hours to hang around the fence watching us swim in our chaste one-piece bathing suits. Jesus hates a tankini.)
The first album I ever bought with my own money was probably Boyz II Men "II." I also told everyone in my grade that I had tickets to the Boyz II Men concert to share and enjoyed a week or two of people competing to do favors for me until everybody figured out I was lying and went back to hating me as usual.
Other memorable formative CD purchases include begging my mom to let me buy Liz Phair's "Exile in Guyville" despite the fact that there was a song called "Fuck and Run" on the track listing. (She eventually gave in and the other day she used a hashtag in a comment on my Facebook page, so I think we can all agree my mom's pretty cool.)
So what was your first CD, or cassette tape, or 8-track or record or whatever? Or your first concert? Mine was the aforementioned Carman jam, but the first one I really count was Tori Amos at around 13. My girlfriend and I planned our outfits for WEEKS and I think came up with like, ripped fishnets and thought we were AWESOME.