The first tune I heard early on that probably set me firmly on the course of appreciation for music was "The Moldau" by Smetana. My sister had a recording of this when I was still a pre-schooler and her small collection was my initial musical stomping ground. I read the liner notes and used to play it over and over envisioning what was described.
Shortly after that came "Peter and the Wolf" by Prokofiev, which is always a great way to introduce children to classical music.
Nowadays, "The Wiggles" have a lot of catchy and musically diverse material that young children take to naturally. My daughter cut her musical chops, which are quite astute already at age 11, early on with the Wiggles. With my son, it was more the (pre-Wiggles) Beatles.