This is a great thread.
My first was the Police, w/ Madness & Oingo Boingo support, @ SDSU football stadium in 1983. I went with mum, dad and sister. From our nosebleed seats we could see (over the lighting truss to behind the stage) Madness roll up in a pair of limos and stroll out on stage, all the while wearing giant sombreros! (we're pretty close to Tiajuana here.) Police were on top of the world then, just before they consciously decided to step off the ride. My hat's off to them for it.
First show on my own was not long thereafter - Yes touring for 90125 at the Sports Arena. Lights went down and the opened up with a quick screening of "Duck Dodgers in the 24th 1/2 Century!" Daffy duck & co. Pretty sweet. Yes played a really good show.
Yes tix face value was $12. I paid a scalper $20. Highway Robbery!!!! Little did I know how bad the scalping would get, legalized even (Ticketmaster). These days you're lucky if the 'service charge' isn't $20. I just bought tix for Joe Jackson in LA in October: fee to snail mail tix is now $1; fee to PRINT IT YOURSELF is $2.50!!!!!
Since then it's been many shows, many venues, many countries. Some great, mostly good, a few were crap. It's funny, back then I would go to many, many shows, and I could never understand why some of the older fans couldn't be bothered to go to more of them. Now I'm older and I understand what they were on about. It can be exhausting to stand for hours at a small or medium venue, waiting for the headliner to go on at 10:30 or so. And if they should short-change us with a <90min set, after everything it can definitely feel like a big ripoff.